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covariance_p

Population covariance.

v = covariance_p(array1, array2)

Returns the population covariance — uses n denominator instead of n-1. Equivalent to Excel’s COVARIANCE.P.

covariance_p([1 2 3 4], [4 3 2 1]) % -1.25
  • covariance_s — Sample covariance.
  • pearson — Pearson product-moment correlation coefficient.