statsmodels.genmod.cov_struct.Exchangeable.covariance_matrix#

Exchangeable.covariance_matrix(expval, index)[source]#

Returns the working covariance or correlation matrix for a given cluster of data.

Parameters:

endog_expvalarray_like: The expected values of endog for the cluster for which the covariance or correlation matrix will be returned
indexint: The index of the cluster for which the covariance or correlation matrix will be returned

Returns:

Mndarray: The covariance or correlation matrix of endog
is_corbool: True if M is a correlation matrix, False if M is a covariance matrix