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statsmodels.stats.sandwich_covariance.se_cov

statsmodels.stats.sandwich_covariance.se_cov(cov)

get standard deviation from covariance matrix

just a shorthand function np.sqrt(np.diag(cov))

Parameters:

cov : array_like, square

covariance matrix

Returns:

std : ndarray

standard deviation from diagonal of cov

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