pandas.Series.cov

Series.cov(self, other, min_periods=None) → float[source]

Compute covariance with Series, excluding missing values.

Parameters
otherSeries

Series with which to compute the covariance.

min_periodsint, optional

Minimum number of observations needed to have a valid result.

Returns
float

Covariance between Series and other normalized by N-1 (unbiased estimator).

Examples

>>> s1 = pd.Series([0.90010907, 0.13484424, 0.62036035])
>>> s2 = pd.Series([0.12528585, 0.26962463, 0.51111198])
>>> s1.cov(s2)
-0.01685762652715874