covarPop

Calculates the population covariance:

$$\frac{\Sigma{(x - \bar{x})(y - \bar{y})}}{n}$$

Note

This function uses a numerically unstable algorithm. If you need numerical stability in calculations, use the covarPopStable function. It works slower but provides a lower computational error.

Syntax

Arguments

• x — first variable. (U)Int*, Float*, Decimal.
• y — second variable. (U)Int*, Float*, Decimal.

Returned Value

• The population covariance between x and y. Float64.

Example

Query:

Result: