statsmodels.stats.moment_helpers.se_cov

statsmodels.stats.moment_helpers.se_cov(cov) [source]

get standard deviation from covariance matrix

just a shorthand function np.sqrt(np.diag(cov))

Parameters:	cov (array_like, square) – covariance matrix
Returns:	std – standard deviation from diagonal of cov
Return type:	ndarray