Calculating Covariance with Python and Numpy

When a and b are 1-dimensional sequences, numpy.cov(a,b)[0][1] is equivalent to your cov(a,b).

The 2×2 array returned by np.cov(a,b) has elements equal to

cov(a,a)  cov(a,b)

cov(a,b)  cov(b,b)

(where, again, cov is the function you defined above.)

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