pymc.trace_cov#
- pymc.trace_cov(trace, vars=None, model=None)[source]#
Calculate the flattened covariance matrix using a sample trace
Useful if you want to base your covariance matrix for further sampling on some initial samples.
- Parameters
- trace: Trace
- vars: list
variables for which to calculate covariance matrix
- Returns
- r:
array(n,n) covariance matrix
- r: