Next: Correlation, Previous: Autocorrelation, Up: Statistics [Index]

- Function:
*double***gsl_stats_covariance***(const double*`data1`[], const size_t`stride1`, const double`data2`[], const size_t`stride2`, const size_t`n`) This function computes the covariance of the datasets

`data1`and`data2`which must both be of the same length`n`.covar = (1/(n - 1)) \sum_{i = 1}^{n} (x_i - \Hat x) (y_i - \Hat y)

- Function:
*double***gsl_stats_covariance_m***(const double*`data1`[], const size_t`stride1`, const double`data2`[], const size_t`stride2`, const size_t`n`, const double`mean1`, const double`mean2`) This function computes the covariance of the datasets

`data1`and`data2`using the given values of the means,`mean1`and`mean2`. This is useful if you have already computed the means of`data1`and`data2`and want to avoid recomputing them.