Cov
Contents
Description
This function returns the covariance between two datasets. Let X and Y be two datasets and /math-6fbdf291cda891b99cf211417ad1df18.png "\bar{x}")
and /math-bacfc7141fdfd692244b6c50891d1f7b.png "\bar{y}")
their respective means, then the covariance between the two is defined as:
/math-78abdd0537a0524d06701c2e869a8497.png "cov(x,y,\bar{x},\bar{y})=\frac{1}{n-1}")
/math-e8f4d9bd00e355a22d614fada3259c0e.png "\sum_{i=1}^\mathit{n}")
/math-4e26adbf55eb4a47e36e5fe687524a7b.png "(x_i-\bar{x})(y_i-\bar{y})")
Syntax
double cov(dataset vx, dataset vy[, double avex, double avey])
Parameter
vx
- A dataset, or a range pointing to a single dataset.
vy
- A dataset, or a range pointing to a single dataset.
avex
- Mean of dataset vx.
avey
- Mean of dataset vy.
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Note: In Origin 92, avex and avey can be omited when setting parameters. Their default values are the average of vx and vy datasets, respectively.
Minimum Origin Version Required: Origin 92 SR0 |
Return
Returns the covariance between two datasets vx and vy.
Example
newbook; range aa = 1!1; range bb = 1!2; aa = uniform(32); bb = uniform(32); covariance = cov(aa,bb); covariance = ;