Function rgsl::statistics::covariance [−][src]
pub fn covariance(
data1: &[f64],
stride1: usize,
data2: &[f64],
stride2: usize,
n: usize
) -> f64
Expand description
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)