Description:
Calculate the covariance between two vectors.
Syntax:
cov(A,B)
Note:
The external library function (See External Library Guide) calculates the covariance between vector A and vector B, which is the joint variation about their common mean.
Parameter:
|
A/B |
Vector |
Return value:
Numeric value
Example:
|
|
A |
|
|
1 |
=[3,5,2,8] |
|
|
2 |
=[4,6,2,4] |
|
|
3 |
=cov(A1,A2) |
2 |