# statsmodels.genmod.cov_struct.Exchangeable.covariance_matrix¶

method

Exchangeable.covariance_matrix(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: integer

The index of the cluster for which the covariane 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