How Numpy.cov() Function Is Implemented?

I have my own implementation of the covariance function based on the equation: ''' Calculate the covariance coefficient between two variables. ''' import numpy as np X = np.arra

Solution 1:

The numpy function has a different normalization to yours as a default setting. Try instead

>>> np.cov([X, Y], ddof=0)
array([[ 273.88888889,  190.61111111],
       [ 190.61111111,  197.88888889]])

References:

• http://docs.scipy.org/doc/numpy/reference/generated/numpy.cov.html
• http://en.wikipedia.org/wiki/Covariance#Calculating_the_sample_covariance