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/dports/science/py-scipy/scipy-1.7.1/scipy/stats/tests/
H A Dtest_multivariate.py143 cov_kk = np.dot(s, s.T)
147 cov_nn[:k, :k] = cov_kk
155 distn_kk = multivariate_normal(np.zeros(k), cov_kk,
/dports/finance/R-cran-PerformanceAnalytics/PerformanceAnalytics/src/
H A DcomomentsEstimators.c1313 …double cov_kk = sqrt(margvars[kk] * sqrt(margkurts[jj] / (margkurts[ii] * margkurts[ii] * margkurt… in CM3_CC() local
1317 rCM3vec[0] += r4 * sqrt(r5) * (cov_ii + cov_jj + cov_kk); in CM3_CC()