python求协方差的函数是()_需要返回协方差的Python多项式拟合函数

这是使用scipy.linalg.lstsq

import numpy as np,numpy.random, scipy.linalg

#generate the test data

N = 100

xs = np.random.uniform(size=N)

errs = np.random.uniform(0, 0.1, size=N) # errors

ys = 1 + 2 * xs + 3 * xs ** 2 + errs * np.random.normal(size=N)

# do the fit

polydeg = 2

A = np.vstack([1 / errs] + [xs ** _ / errs for _ in range(1, polydeg + 1)]).T

result = scipy.linalg.lstsq(A, (ys / errs))[0]

covar = np.matrix(np.dot(A.T, A)).I

print result, '\n', covar

>> [ 0.99991811 2.00009834 3.00195187]

[[ 4.82718910e-07 -2.82097554e-06 3.80331414e-06]

[ -2.82097554e-06 1.77361434e-05 -2.60150367e-05]

[ 3.80331414e-06 -2.60150367e-05 4.22541049e-05]]