statsmodels.genmod.cov_struct.Exchangeable.covariance_matrix¶
-
Exchangeable.covariance_matrix(expval, index)[source]¶ Returns the working covariance or correlation matrix for a given cluster of data.
- Parameters
- endog_expvalarray_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_corbool
True if M is a correlation matrix, False if M is a covariance matrix
- M