cov

Builtin index · Statistics & ML

result = cov(x, y)

Input: x, y · Output: result

What it is

Sample covariance between two length-N numeric vectors x and y, N-1 denominator — the same convention var and std use.

Overloads

One call shape — this function is not overloaded.

Code	Input	Output	Description
`result = cov(x, y)`	`x` vectornot documented yet `y` vectornot documented yet	`result` number	Returns a single number.

Examples

From the documentation, and run by the build -- the output and the figure below are what the engine actually produced. Simplest first.

a = randn(200, seed = 11)
b = 0.8 * a + 0.6 * randn(200, seed = 12)
print("corr(a, b): {round(corr(a, b), 3)}")
print("cov(a, b):  {round(cov(a, b), 3)}")
scatter(a, b, color = "#4169e1", alpha = 0.6)
title("corr = {round(corr(a, b), 3)}, cov = {round(cov(a, b), 3)}")
xlabel("a")
ylabel("b")

output

corr(a, b): 0.691
cov(a, b):  0.515
· scatter: figure 1 (200 points)

from statistics-ml

How it works

cov(x, y) — sample covariance (N-1, same convention as var/std; corr(x, y) == cov(x, y) / (std(x) * std(y))).

From the note above this builtin in the interpreter, where the reasoning was written down as it was built.