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:
- covarray_like,
square
covariance matrix
- covarray_like,
- Returns:
- std
ndarray
standard deviation from diagonal of cov
- std