Bicop.scores_cov

Bicop.scores_cov(self, u: numpy.ndarray, parameters: numpy.ndarray | None = None, num_threads: int = 1) → numpy.ndarray

Computes the covariance matrix of the scores.

Returns:

ndarray, shape (n, m), dtype float

The mean-centered, divided-by-n covariance of scores(), a \(p \times p\)matrix.