如何在Python中获得n个数组的n x n协方差矩阵？

Question

对于以下示例代码，我得到一个2x2协方差矩阵。我怎么能得到3x3协方差矩阵？

a = [3,9,8,2]
b = [4,7,2,5]
c = [3,4,6,7]

cov_abc = np.cov(a,b,c)

print cov_abc

Answer 1

尝试

x = np.vstack([a,b,c])
cov = np.cov(x)