#covariance

Calculates covariance for two same-length arrays using Arith decimal arithmetic.

import { Arith } from "@teakit/arith";

Arith.covariance(["1", "2", "3"], ["2", "4", "6"]).toString(); // "1.33333333333333333333"
Arith.covariance(["1", "2", "3"], ["2", "4", "6"], { sample: true }).toString(); // "2"
Arith.covariance(["1", "2", "3"], ["6", "4", "2"]).toString(); // "-1.33333333333333333333"

#API Reference

#Signature

Arith.covariance(
  xValues: readonly ArithValue[],
  yValues: readonly ArithValue[],
  options?: ArithSampleOptions,
): ArithInstance;

#Parameters

#Returns

Returns sum((x - meanX) * (y - meanY)) / denominator.

#Throws

• Throws if either input is not a non-empty array.
• Throws if the arrays have different lengths.
• Throws if any value is non-finite.
• Throws if sample: true is used with fewer than two pairs.
• Throws if options.sample is not boolean when provided.

#Agent Contract

#Agent Notes

• Population covariance is the default.
• Use { sample: true } for sample covariance.