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Covariance

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Returns the (sample) covariance  between two series,  and .

 

The (sample) covariance is calculated as:

 

 

where  is the mean of the -th series etc.

 

Please note that the Nematrian website’s equivalent to Microsoft Excel’s COVAR is the population covariance, i.e. MnPopulationCovariance rather than this function.

 

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