statsmodels.stats.sandwich_covariance.se_cov¶
-
statsmodels.stats.sandwich_covariance.
se_cov
(cov)[source]¶ get standard deviation from covariance matrix
just a shorthand function np.sqrt(np.diag(cov))
- Parameters
- covarray_like,
square
covariance matrix
- covarray_like,
- Returns
- std
ndarray
standard deviation from diagonal of cov
- std