factor_analyzer.factor_analyzer_utils.merge_variance_covariance

factor_analyzer.factor_analyzer_utils.merge_variance_covariance(
    variances,
    covariances=None,
)

Merge variances and covariances into a single variance-covariance matrix.

Parameters

Name	Type	Description	Default
variances	array - like	The variances that will be used to fill the diagonal of the square matrix.	required
covariances	array - like or None	The flattened input matrix that will be used to fill the lower and upper diagonal of the square matrix. If None, then only the variances will be used. Defaults to None.	None

Returns

Name	Type	Description
variance_covariance	:obj:numpy.ndarray	The variance-covariance matrix.