Covariance

Generated from the engine's own definition: compute-engine's symbol, which we neither extend nor document by hand.

Sample covariance (n − 1 denominator) of paired data, given as two equal-length collections or one collection of (x, y) pairs.

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Covariance(collection<any>, collection<any>?) -> nan | realSample covariance (n − 1 denominator) of paired data, given as two equal-length collections or one collection of (x, y) pairs.

Typed signatures

Type	Package	Applies
(collection<nothing | number | tuple>, collection<nothing | number>?) -> nan | real	compute-engine	always
(collection<any> | distribution, collection<any>?) -> list<list<real>> | nan | real	statisticsreplaces compute-engine	always

Domain: Compute engine

Examples

Scope #

Exact rationals give an exact covariance, $9/4$

live ↗

In$\operatorname{Covariance}(\bigl\lbrack1, \frac{3}{2}\bigr\rbrack, \bigl\lbrack2, 11\bigr\rbrack)$Out$\frac{9}{4}$

Approximate data at 20 digits gives an approximate result

live ↗

In$\operatorname{Covariance}(N(\bigl\lbrack1, 2, 5, 6\bigr\rbrack, 20), N(\bigl\lbrack2, 3, 6, 8\bigr\rbrack, 20))$Out$6.5$

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