VertexFrame covariance_matrix¶
-
covariance_matrix
(self, data_column_names, matrix_name=None)¶ Calculate covariance matrix for two or more columns.
Parameters: data_column_names : list
The names of the column from which to compute the matrix. Names should refer to a single column of type vector, or two or more columns of numeric scalars.
matrix_name : unicode (default=None)
The name of the new matrix.
Returns: : Frame
A matrix with the covariance values for the columns.
This function applies only to columns containing numerical data.
Examples
Consider Frame my_frame, which contains the data
>>> my_frame.inspect() [#] idnum x1 x2 x3 x4 =============================== [0] 0 1.0 4.0 0.0 -1.0 [1] 1 2.0 3.0 0.0 -1.0 [2] 2 3.0 2.0 1.0 -1.0 [3] 3 4.0 1.0 2.0 -1.0 [4] 4 5.0 0.0 2.0 -1.0
my_frame.covariance_matrix computes the covariance on each pair of columns in the user-provided list.
>>> cov_matrix = my_frame.covariance_matrix(my_frame.column_names) [===Job Progress===]
The resulting table (specifying all columns) is:
>>> cov_matrix.inspect() [#] idnum x1 x2 x3 x4 ================================= [0] 2.5 2.5 -2.5 1.5 0.0 [1] 2.5 2.5 -2.5 1.5 0.0 [2] -2.5 -2.5 2.5 -1.5 0.0 [3] 1.5 1.5 -1.5 1.0 0.0 [4] 0.0 0.0 0.0 0.0 0.0