cumcovar

Syntax

cumcovar(X,Y)

Please see Cumulative Window Functions (cum-functions) for the parameters and windowing logic.

Details

Cumulatively calculate the covariance of X and Y. The result is a vector of the same length as X.

Examples

$ x = 7 4 5 8 9
$ y = 1 7 8 9 0
$ cumcovar(x, y);

[,-9,-5.166667,-1,-4.5]