Covariance
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
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
.