Suppose I have two vectors of length 25, and I want to compute their covariance matrix. I try doing this with numpy.cov, but always end up with a 2x2 matrix.
or looking at Numpy Covariance, Numpy treats each row of array as a separate variable, so you have two variables and hence you get a 2 x 2 covariance matrix.
I think the previous post has right solution. I have the explanation :-)