statsmodels.stats.moment_helpers.se_cov¶
- statsmodels.stats.moment_helpers.se_cov(cov)[source]¶
get standard deviation from covariance matrix
just a shorthand function np.sqrt(np.diag(cov))
- Parameters:¶
- covarray_like,
square
covariance matrix
- covarray_like,
- Returns:¶
- std
ndarray
standard deviation from diagonal of cov
- std
Last update:
Oct 03, 2024