here is a sample implementation for dataframe.
def cov(self):
"""
Compute pairwise covariance of columns
Returns
-------
y : DataFrame
"""
cols = self.columns
std = np.diag(self.std())
corr = self.corr()
result = np.dot(np.dot(std, corr), std)
return self._constructor(result , index=cols, columns=cols)
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