Hello -
I wish to bring to your kind notice a bug in Python.
Given any matrix X. While trying to compute the CoVariance matrix of that matrix X, Python does NOT compute the
CoVarianceof the given matrix X.
Instead, Python comptes the
CoVariance of the Transpose of the given matrix X.
This appears to be a bug in Python.
Please refer to the below website for a given matrix and what the result should be after the computation of it's CoVariance. And I have provided a screenshot of what Python is returning.
Please let me know if you have any questions.
Regards,
Prakash
_______________________________________________