statsmodels.genmod.cov_struct.CovStruct.covariance_matrix¶
- CovStruct.covariance_matrix(endog_expval, index)[source]¶
Returns the working covariance or correlation matrix for a given cluster of data.
- Parameters:¶
- endog_expvalarray_like
The expected values of endog for the cluster for which the covariance or correlation matrix will be returned
- index
int
The index of the cluster for which the covariance or correlation matrix will be returned
- Returns:¶
- M
matrix
The covariance or correlation matrix of endog
- is_corbool
True if M is a correlation matrix, False if M is a covariance matrix
- M
Last update:
Oct 03, 2024