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  1. Wiris Ecosystem Documentation
  2. CalcMe documentation
  3. Commands
  4. Statistics
  5. Covariance

en:calc:commands:statistics:covariance

Covariance

Computes the covariance between two data samples X and Y.

c o v left parenthesis X comma Y right parenthesis equals E open square brackets open parentheses X minus E left square bracket X right square bracket close parentheses open parentheses Y minus E left square bracket Y right square bracket close parentheses close square brackets equals E open square brackets X Y close square brackets minus E left square bracket X right square bracket E left square bracket Y right square bracket

Syntax

covariance(Statistics_data, Statistics_data)

Description

covariance(Statistics_data, Statistics_data)

Given two data samples X and Y, computes the covariance c o v left parenthesis X comma Y right parenthesis.

Related functions

Moment

Table of Contents
  • Syntax
  • Description
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