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<dd><p>Estimate a covariance matrix (or a stack of covariance matrices).</p>
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<p>Covariance indicates the level to which two variables vary together.
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If we examine N-dimensional samples, <spanclass="math notranslate nohighlight">\(X = [x_1, x_2, ... x_N]^T\)</span>,
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then the covariance matrix element <spanclass="math notranslate nohighlight">\(C_{ij}\)</span> is the covariance of
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If we examine <em>N</em>-dimensional samples, <spanclass="math notranslate nohighlight">\(X = [x_1, x_2, ... x_N]^T\)</span>,
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each with <em>M</em> observations, then element <spanclass="math notranslate nohighlight">\(C_{ij}\)</span> of the
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<spanclass="math notranslate nohighlight">\(N imes N\)</span> covariance matrix is the covariance of
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<spanclass="math notranslate nohighlight">\(x_i\)</span> and <spanclass="math notranslate nohighlight">\(x_j\)</span>. The element <spanclass="math notranslate nohighlight">\(C_{ii}\)</span> is the variance
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of <spanclass="math notranslate nohighlight">\(x_i\)</span>.</p>
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<p>This provides a subset of the functionality of <codeclass="docutils literal notranslate"><spanclass="pre">numpy.cov</span></code>.</p>
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<p>With the exception of supporting batch input, this provides a subset of
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the functionality of <codeclass="docutils literal notranslate"><spanclass="pre">numpy.cov</span></code>.</p>
<li><p><strong>m</strong> (<em>array</em>) – A 1-D or 2-D array containing multiple variables and observations.
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Each row of <cite>m</cite> represents a variable, and each column a single
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<li><p><strong>m</strong> (<em>array</em>) – An array of shape <codeclass="docutils literal notranslate"><spanclass="pre">(...,</span><spanclass="pre">N,</span><spanclass="pre">M)</span></code> whose innermost two dimensions
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contain <em>M</em> observations of <em>N</em> variables. That is,
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each row of <cite>m</cite> represents a variable, and each column a single
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observation of all those variables.</p></li>
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<li><p><strong>xp</strong> (<em>array_namespace</em><em>, </em><em>optional</em>) – The standard-compatible namespace for <cite>m</cite>. Default: infer.</p></li>
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