Numpy Covariance Matrix numpy.cov
问题 I am using numpy and want to compute the covariance matrix for an ndarray. I am trying to use numpy.cov() but am not getting the correct results. More details below. My ndarray is 768x8 for where 8 is the numbers features in my data set. When I use MATLAB to compute the covariance matrix, I get a 8x8 (which is what I require), but when I use np.cov(), I get a 768x768 which is incorrect. I tried changing the rowvar argument to true and this does not work. What would be the correct call to