statsmodels.stats.sandwich_covariance.se_cov

statsmodels.stats.sandwich_covariance.se_cov(cov)[source]

get standard deviation from covariance matrix

just a shorthand function np.sqrt(np.diag(cov))

Parameters:cov (array_like, square) – covariance matrix
Returns:std – standard deviation from diagonal of cov
Return type:ndarray