Questions tagged [covariance]

The concepts of covariance, contravariance, and invariance help understand how the hierarchy of type inheritance can be affected by different transformations, like implementing generics. Covariance retains the same ordering as the original hierarchy, while contravariance reverses it. On the other hand, invariance completely breaks the existing hierarchy structure.

Calculate the covariance matrix using Numpy with the built-in function `numpy.c

I have been working with numpy and am attempting to calculate the covariance matrix for an ndarray. Despite my efforts using numpy.cov(), I am experiencing issues with the results not matching what I expect. Here are more details: The shape of my ndarray ...

What is the method for finding the scaling factor needed for the covariance matrix to have a leading element of 1?

I am in need of assistance with centering, scaling, and rotating data so that it is centered around the origin and the direction of maximum variance aligns with the x-axis. I have successfully calculated the mean and covariance of the data but struggling t ...