statsmodels.genmod.cov_struct.Exchangeable.covariance_matrix

Exchangeable.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: 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