rowCovar

Syntax

rowCovar(X, Y)

Please see Row-Based Functions for the parameters and calculation rules. Details

Calculate the covariance between X and Y by row and return a vector with the same number of rows of X.

Examples

$ m1=matrix(2 8 9 12, 9 14 11 8,-3 NULL NULL 9)
$ m2=matrix(11.2 3 5 9, 7 -10 8 5,17 12 18 9)
$ rowCovar(m1, m2)
[-29.7333, -39, 3, 3.3333]

$ a= 110 112.3 44 98
$ b= 57.9 39 75 90
$ c= 55 64 37 78
$ x=array(DOUBLE[],0, 10).append!([a, b, c])
$ y=array(DOUBLE[],0, 10).append!([b, a, c])

$ rowCovar(x, y)
[-327.9475, -327.9475, 295]

//Define a random data set x

$ x = rand(1.0, 1000000)

//calculate the covariance between x and sorted x in a sliding window with a user-defined aggregate function
$ timer moving(defg(x):covar(x, sort(x)), x, 5)
1928.888 ms

//calculate with rowCovar

$ timer rowCovar(x[movingWindowIndex(x, 5)], x[movingTopNIndex(x, 5, 5)])
232.407 ms

Related function: covar