statsmodels.genmod.cov_struct.Independence.covariance_matrix¶

Independence.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 (int) – The index of the cluster for which the covariance 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