Updated: use np.cov
instead, if you would like to get a matrix.
Given a vector vec= np.array([1,2,3,4])
, why np.var(vec)
return me a scalar instead of variance-covariance matrix in mathematics definiation?
This holds even after I force the vector to be column vector, vec_column = vec[:, np.newaxis]
, np.var(vec_columb)
still gives a scalar instead of the usual definiation.
Also, given a matrix a = np.array([[1, 2], [3, 4]])
or a = np.matrix('1 2; 3 4')
, why np.var(a)
return me a scaler.