covarSamp

Calculates the value of Σ((x - x̅)(y - y̅)) / (n - 1).

Note

This function uses a numerically unstable algorithm. If you need numerical stability in calculations, use the covarSampStable function. It works slower but provides a lower computational error.

Syntax

Arguments

• x — first variable. (U)Int*, Float*, Decimal.
• y — second variable. (U)Int*, Float*, Decimal.

Returned Value

• The sample covariance between x and y. For n <= 1, nan is returned. Float64.

Example

Query:

Result:

Query:

Result: