statsmodels.stats.sandwich_covariance.se_cov¶

statsmodels.stats.sandwich_covariance.se_cov(cov)[source]¶

get standard deviation from covariance matrix

just a shorthand function np.sqrt(np.diag(cov))

Parameters:

cov : array_like, square

covariance matrix

Returns:

std : ndarray

standard deviation from diagonal of cov