Covariance

Covariance(a, b)

computes the covariance between the equal-sized vectors a and b.

See:

• Wikipedia - Covariance

Examples

>> Covariance({10, 8, 13, 9, 11, 14, 6, 4, 12, 7, 5}, {8.04, 6.95, 7.58, 8.81, 8.33, 9.96, 7.24, 4.26, 10.84, 4.82, 5.68})
5.501

>> Covariance({0.2, 0.3, 0.1}, {0.3, 0.3, -0.2})
0.025

Implementation status

• ✅ - full supported

Github

• Implementation of Covariance