WeightedPopulationCovariance
[this page | pdf]
Function Description
Returns the weighted (population) covariance between two
series.
Weighted population covariances given weights 
(for 
), are
calculated as:
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
MnPopulationCovariance.
NAVIGATION LINKS
Contents | Prev | Next
Output type / Parameter details
Output type: Double
| Parameter Name | Variable Type | Description |
| InputArray1 | Double() | First series |
| InputArray2 | Double() | Second series |
| WeightArray | Double() | Array containing series to use to weight observations |
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