Calculating Covariance Matrix of Two Distributions In Python

Question

I would like to calculate the Covariance matrix of two distributions, what could be the possible ways to calculate them in python?

Answer 1

You should use numpy.

>>> from numpy import cov
>>> cov([1, 2, 3], [2, 12, 14])
array([[  1.        ,   6.        ],
       [  6.        ,  41.33333333]])