statsmodels.genmod.cov_struct.Independence.covariance_matrix

Independence.covariance_matrix(expval, index)

Returns the working covariance or correlation matrix for a given cluster of data.

Parameters:

endog_expval: array-like

The expected values of endog for the cluster for which the covariance or correlation matrix will be returned

index: integer

The index of the cluster for which the covariane or correlation matrix will be returned

Returns:

M: matrix

The covariance or correlation matrix of endog

is_cor: bool

True if M is a correlation matrix, False if M is a covariance matrix