maxframe.dataframe.Series.cov#

Series.cov(other, min_periods=None, ddof=1)#

Compute covariance with Series, excluding missing values.

The two Series objects are not required to be the same length and will be aligned internally before the covariance is calculated.

Parameters:

  • other (Series) – Series with which to compute the covariance.

  • min_periods (int, optional) – Minimum number of observations needed to have a valid result.

  • ddof (int, default 1) – Delta degrees of freedom. The divisor used in calculations is N - ddof, where N represents the number of elements.

Returns:

Covariance between Series and other normalized by N-1 (unbiased estimator).

Return type:

float

See also

DataFrame.cov

Compute pairwise covariance of columns.

Examples

>>> import maxframe.dataframe as md
>>> s1 = md.Series([0.90010907, 0.13484424, 0.62036035])
>>> s2 = md.Series([0.12528585, 0.26962463, 0.51111198])
>>> s1.cov(s2).execute()
-0.01685762652715874