cov, scov
Covariance
cov
x cov y cov[x;y]
Where x and y are conforming numeric lists, returns their covariance as a floating-point number. Applies to all numeric data types.
q)2 3 5 7 cov 3 3 5 9
4.5
q)t:([]a:2 3 5 7;b:4 3 0 2)
q)exec a cov b from t
-1.8125
cov is an aggregate function.
The function cov is equivalent to {avg[x*y]-avg[x]*avg y}.
Domain and range:
B G X H I J E F C S P M D Z N U V T
----------------------------------------
B | f . f f f f f f f . f f f f f f f f
G | . . . . . . . . . . . . . . . . . .
X | f . f f f f f f f . f f f f f f f f
H | f . f f f f f f f . f f f f f f f f
I | f . f f f f f f f . f f f f f f f f
J | f . f f f f f f f . f f f f f f f f
E | f . f f f f f f f . f f f f f f f f
F | f . f f f f f f f . f f f f f f f f
C | f . f f f f f f f . f f f f f f f f
S | . . . . . . . . . . . . . . . . . .
P | f . f f f f f f f . f f f f f f f f
M | f . f f f f f f f . f f f f f f f f
D | f . f f f f f f f . f f f f f f f f
Z | f . f f f f f f f . f f f f f f f f
N | f . f f f f f f f . f f f f f f f f
U | f . f f f f f f f . f f f f f f f f
V | f . f f f f f f f . f f f f f f f f
T | f . f f f f f f f . f f f f f f f f
Range: f
cov is a multithreaded primitive.
scov
Sample covariance
x scov y scov[x;y]
Where x and y are conforming numeric lists, returns their sample covariance as a float atom.
\[\mathrm{scov}(x,y)=\frac{n}{n-1} \mathrm{cov}(x,y)\]
Applies to all numeric data types and signals an error with temporal types, char and sym.
q)2 3 5 7 scov 3 3 5 9
6f
q)t:([]a:2 3 5 7;b:4 3 0 2)
q)exec a scov b from t
-2.416667
scov is an aggregate function.
The function scov is equivalent to {cov[x;y]*count[x]%-1+count x}.
Domain and range:
B G X H I J E F C S P M D Z N U V T
----------------------------------------
B | f . f f f f f f f . f f f f f f f f
G | . . . . . . . . . . . . . . . . . .
X | f . f f f f f f f . f f f f f f f f
H | f . f f f f f f f . f f f f f f f f
I | f . f f f f f f f . f f f f f f f f
J | f . f f f f f f f . f f f f f f f f
E | f . f f f f f f f . f f f f f f f f
F | f . f f f f f f f . f f f f f f f f
C | f . f f f f f f f . f f f f f f f f
S | . . . . . . . . . . . . . . . . . .
P | f . f f f f f f f . f f f f f f f f
M | f . f f f f f f f . f f f f f f f f
D | f . f f f f f f f . f f f f f f f f
Z | f . f f f f f f f . f f f f f f f f
N | f . f f f f f f f . f f f f f f f f
U | f . f f f f f f f . f f f f f f f f
V | f . f f f f f f f . f f f f f f f f
T | f . f f f f f f f . f f f f f f f f
Range: f
scov is a multithreaded primitive.