如何得到Python中n个数组的n x n协方差矩阵?

How to get n x n covariance matrix for n arrays in Python?

对于以下示例代码,我得到了一个 2x2 协方差矩阵。我怎样才能得到 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

尝试

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