WeightedPopulationCovariances
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Function Description
Returns an array of 
elements
corresponding to the elements of the matrix, 
, of the
weighted (population) 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.
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 MnPopulationCovariances.
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Output type / Parameter details
Output type: Double()
| Parameter Name | Variable Type | Description |
| InputArray | Double() | Input array of m series with n elements |
| WeightArray | Double() | Array containing series to use to weight observations |
| m | Double | Number of series |
| n | Double | Number of elements in series |
Links to:
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Interactively run function
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Interactive instructions
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Example calculation
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Output type / Parameter details
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Illustrative spreadsheet
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Other Statistical functions
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Computation units used
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