Compute pairwise covariance of columns, excluding NA/null values.

Compute the pairwise covariance among the series of a DataFrame. The returned data frame is the covariance matrix of the columns of the DataFrame.

Both NA and null values are automatically excluded from the calculation. (See the note below about bias from missing values.) A threshold can be set for the minimum number of observations for each value created. Comparisons with observations below this threshold will be returned as NaN.

This method is generally used for the analysis of time series data to understand the relationship between different measures across time.

param min_periods
int, optional

Minimum number of observations required per pair of columns to have a valid result.


DataFrame The covariance matrix of the series of the DataFrame.


This feature is currently unsupported by Intel Scalable Dataframe Compiler