Portability | portable |
---|---|

Stability | experimental |

Maintainer | m.p.donadio@ieee.org |

UNTESTED

Simple module for computing the covariance of two lists

Cov(X1,X2) = 1/(N-1) * sum (i=1..N) ((x1_i - mu1)(x2_i - mu2))

Reference: Ross, NRiC

# Documentation

cov :: Fractional a => [a] -> [a] -> aSource