pandas.core.groupby.DataFrameGroupBy.cov

DataFrameGroupBy.cov(min_periods=None)

Compute pairwise covariance of columns, excluding NA/null values

Parameters:	min_periods : int, optional Minimum number of observations required per pair of columns to have a valid result.
Returns:	y : DataFrame

Notes

y contains the covariance matrix of the DataFrame’s time series. The covariance is normalized by N-1 (unbiased estimator).