Function rgsl::statistics::covariance [] [src]

pub fn covariance(data1: &[f64], stride1: usize, data2: &[f64], stride2: usize, n: usize) -> f64

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)