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_expval: array_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_cor: bool
True if M is a correlation matrix, False if M is a covariance matrix
- M: