What is the meaning of infinite covariance?

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When I fit a line to a given set of data points then all the elements of the covariance matrix comes out to be infinite . What is the meaning of this infinite covariance and what measures I should take?




statistics statistical-inference data-analysis




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  • Could you provide more details ? Are you talking about an implementation on a "real" data set ?
    – nicomezi
    Aug 2 at 8:36











  • Yeah! I have a raw data set and I fit it with a function and find the covariance between the raw data and points on the fitted line.
    – Debobrata Rajak
    Aug 2 at 8:46










  • How do you compute it ?
    – nicomezi
    Aug 2 at 9:03










  • I use the method of least squares to find the fit. Here is the python function I use docs.scipy.org/doc/scipy/reference/generated/…
    – Debobrata Rajak
    Aug 2 at 10:50










  • Ok, good to know. But I was talking about the covariance. It is unlikely that a real life sample generates numbers overcoming the computer abilities.
    – nicomezi
    Aug 2 at 11:01















up vote
0
down vote

favorite












When I fit a line to a given set of data points then all the elements of the covariance matrix comes out to be infinite . What is the meaning of this infinite covariance and what measures I should take?




statistics statistical-inference data-analysis




share|cite|improve this question



















  • Could you provide more details ? Are you talking about an implementation on a "real" data set ?
    – nicomezi
    Aug 2 at 8:36











  • Yeah! I have a raw data set and I fit it with a function and find the covariance between the raw data and points on the fitted line.
    – Debobrata Rajak
    Aug 2 at 8:46










  • How do you compute it ?
    – nicomezi
    Aug 2 at 9:03










  • I use the method of least squares to find the fit. Here is the python function I use docs.scipy.org/doc/scipy/reference/generated/…
    – Debobrata Rajak
    Aug 2 at 10:50










  • Ok, good to know. But I was talking about the covariance. It is unlikely that a real life sample generates numbers overcoming the computer abilities.
    – nicomezi
    Aug 2 at 11:01













up vote
0
down vote

favorite









up vote
0
down vote

favorite











When I fit a line to a given set of data points then all the elements of the covariance matrix comes out to be infinite . What is the meaning of this infinite covariance and what measures I should take?




statistics statistical-inference data-analysis




share|cite|improve this question











When I fit a line to a given set of data points then all the elements of the covariance matrix comes out to be infinite . What is the meaning of this infinite covariance and what measures I should take?





statistics statistical-inference data-analysis





share|cite|improve this question










share|cite|improve this question




share|cite|improve this question









asked Aug 2 at 5:56









Debobrata Rajak

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  • Could you provide more details ? Are you talking about an implementation on a "real" data set ?
    – nicomezi
    Aug 2 at 8:36











  • Yeah! I have a raw data set and I fit it with a function and find the covariance between the raw data and points on the fitted line.
    – Debobrata Rajak
    Aug 2 at 8:46










  • How do you compute it ?
    – nicomezi
    Aug 2 at 9:03










  • I use the method of least squares to find the fit. Here is the python function I use docs.scipy.org/doc/scipy/reference/generated/…
    – Debobrata Rajak
    Aug 2 at 10:50










  • Ok, good to know. But I was talking about the covariance. It is unlikely that a real life sample generates numbers overcoming the computer abilities.
    – nicomezi
    Aug 2 at 11:01

















  • Could you provide more details ? Are you talking about an implementation on a "real" data set ?
    – nicomezi
    Aug 2 at 8:36











  • Yeah! I have a raw data set and I fit it with a function and find the covariance between the raw data and points on the fitted line.
    – Debobrata Rajak
    Aug 2 at 8:46










  • How do you compute it ?
    – nicomezi
    Aug 2 at 9:03










  • I use the method of least squares to find the fit. Here is the python function I use docs.scipy.org/doc/scipy/reference/generated/…
    – Debobrata Rajak
    Aug 2 at 10:50










  • Ok, good to know. But I was talking about the covariance. It is unlikely that a real life sample generates numbers overcoming the computer abilities.
    – nicomezi
    Aug 2 at 11:01
















Could you provide more details ? Are you talking about an implementation on a "real" data set ?
– nicomezi
Aug 2 at 8:36





Could you provide more details ? Are you talking about an implementation on a "real" data set ?
– nicomezi
Aug 2 at 8:36













Yeah! I have a raw data set and I fit it with a function and find the covariance between the raw data and points on the fitted line.
– Debobrata Rajak
Aug 2 at 8:46




Yeah! I have a raw data set and I fit it with a function and find the covariance between the raw data and points on the fitted line.
– Debobrata Rajak
Aug 2 at 8:46












How do you compute it ?
– nicomezi
Aug 2 at 9:03




How do you compute it ?
– nicomezi
Aug 2 at 9:03












I use the method of least squares to find the fit. Here is the python function I use docs.scipy.org/doc/scipy/reference/generated/…
– Debobrata Rajak
Aug 2 at 10:50




I use the method of least squares to find the fit. Here is the python function I use docs.scipy.org/doc/scipy/reference/generated/…
– Debobrata Rajak
Aug 2 at 10:50












Ok, good to know. But I was talking about the covariance. It is unlikely that a real life sample generates numbers overcoming the computer abilities.
– nicomezi
Aug 2 at 11:01





Ok, good to know. But I was talking about the covariance. It is unlikely that a real life sample generates numbers overcoming the computer abilities.
– nicomezi
Aug 2 at 11:01
















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