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pandas.Series.cov
Series.cov(self, other, min_periods=None)
[source]-
Compute covariance with Series, excluding missing values.
Parameters: -
other : Series
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Series with which to compute the covariance.
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min_periods : int, optional
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Minimum number of observations needed to have a valid result.
Returns: - float
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Covariance between Series and other normalized by N-1 (unbiased estimator).
Examples
>>> s1 = pd.Series([0.90010907, 0.13484424, 0.62036035]) >>> s2 = pd.Series([0.12528585, 0.26962463, 0.51111198]) >>> s1.cov(s2) -0.01685762652715874
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© 2008–2012, AQR Capital Management, LLC, Lambda Foundry, Inc. and PyData Development Team
Licensed under the 3-clause BSD License.
https://pandas.pydata.org/pandas-docs/version/0.25.0/reference/api/pandas.Series.cov.html