cov()

Read(71) Label: covariance, variation,

Description:

Calculate the covariance between two vectors.

Syntax:

cov(A,B)

 

Note:

The function calculates the covariance between vector A and vector B, which is the joint variation about their common mean.

Parameters:

A/B

Vector

Return value:

Numeric value

Example:

 

A

 

1

=[3,5,2,8]

 

2

=[4,6,2,4]

 

3

=cov(A1,A2)

2