https://www.biostat.jhsph.edu/~iruczins/teaching/140.751/notes/ch3.pdf

Every R function or Python function I found finds the covariance between two vectors or returns a scalar, but I want a function that takes vector and returns a matrix.

CodePudding user response：

There is one for numpy arrays: https://numpy.org/doc/stable/reference/generated/numpy.cov.html .