statsmodels.stats.correlation_tools.CovNearestResult

class statsmodels.stats.correlation_tools.CovNearestResult(cov, corr, std)

Result of cov_nearest when the intermediate results are returned.

Parameters:

covndarray

Corrected covariance matrix.

corrndarray

Corrected correlation matrix.

stdndarray

Standard deviation taken from the diagonal of the input covariance matrix.

Methods

count(value, /)	Return number of occurrences of value.
index(value[, start, stop])	Return first index of value.

Methods

count(value, /)	Return number of occurrences of value.
index(value[, start, stop])	Return first index of value.

Properties

corr	Alias for field number 1
cov	Alias for field number 0
std	Alias for field number 2