WeightedCovariance
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Function Description
Returns the weighted (sample) covariance between two series.
 
Weighted (sample) covariances, given weights  (for
 (for
 ),
are calculated as:
),
are calculated as:
 

 
where
 


 
See Weighted
Moments and Cumulants for further details and explanation of terms in this
formula. If the weights are equal then returns the same as MnCovariance.
 
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