fsml_cov Interface

public interface fsml_cov

Computes the population or sample covariance (depending on passed arguments). $$\operatorname{cov}(x, y) = \frac{1}{n - \nu} \cdot \sum_{i=1}^{n} (x_i - \bar{x}) \cdot (y_i - \bar{y})$$ where $n$ is the size of (or number of observations in) vectors x and y, $x_i$ and $y_i$ are individual elements in x and y, $\nu$ (ddof) is a degrees of freedom adjustment (ddof = 0.0 for population variance, ddof = 1.0 for sample variance), and $\bar{x}$ and $\bar{y}$ are the arithmetic means of x and y.

Vectors x and y must be the same size.

Module Procedures