PopulationCovariances
[this page | pdf | back links]
Function Description
Returns an array of
elements corresponding
to the elements of the matrix,
, of the (sample)
covariances for
series that are
provided to the function as an array of
elements, where the
first
elements correspond to
the terms in the first series, the next
elements to the
corresponding terms in the second series etc.
Population covariances are calculated as:

where
is the mean of the
-th
series etc.
NAVIGATION LINKS
Contents | Prev | Next
Output type / Parameter details
Output type: Double()
Parameter Name | Variable Type | Description |
InputArray | Double() | Input array of m series with n elements |
m | Double | Number of series |
n | Double | Number of elements in series |
Links to:
-
Interactively run function
-
Interactive instructions
-
Example calculation
-
Output type / Parameter details
-
Illustrative spreadsheet
-
Other Statistical functions
-
Computation units used
Note: If you use any Nematrian web service either programmatically or interactively then you will be deemed to have agreed to the Nematrian website License Agreement