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adding covariance to dataframe #194

ghost opened this issue Oct 4, 2011 · 0 comments


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commented Oct 4, 2011

here is a sample implementation for dataframe.

def cov(self):
    Compute pairwise covariance of columns

    y : DataFrame

    cols = self.columns
    std = np.diag(self.std())
    corr = self.corr()
    result =, corr), std)
    return self._constructor(result , index=cols, columns=cols)
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