如何在Python中获得n个数组的nxn协方差矩阵?

PyL*_*our 5 python numpy matrix covariance

对于以下示例代码,我得到一个2x2协方差矩阵.我怎么能得到一个3x3协方差矩阵呢?

a = [3,9,8,2]
b = [4,7,2,5]
c = [3,4,6,7]

cov_abc = np.cov(a,b,c)

print cov_abc
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Don*_*beo 8

尝试

x = np.vstack([a,b,c])
cov = np.cov(x)
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