statsmodels.genmod.cov_struct.CovStruct.covariance_matrix¶

CovStruct.covariance_matrix(endog_expval, index)[source]¶

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