statsmodels.stats.moment_helpers.se_cov

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

get standard deviation from covariance matrix

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

Parameters:
covarray_like, square

covariance matrix

Returns:
stdndarray

standard deviation from diagonal of cov


Last update: May 14, 2024