Module: Editor
Version: 18.03+
Description
The formula 'Covariance' returns the covariance of two matrices over the rows or the columns of those matrices, depending on the chosen dimension.
Parameters
Dimension: The dimension to take the covariance over. 1 means downwards (over rows), 2 means rightwards (over columns).
Matrix1: The first matrix you want to know the covariance of.
Matrix2: The second matrix you want to know the covariance of.
Example
Description
In the following example the formula 'Covariance' is used to take the covariance over the columns.
Values parameters
Matrix1:
| Column1 | Column2 | Column3 | Column4 | Column5 |
| 1 | 2 | 3 | 4 | 5 |
Matrix2:
| Column1 | Column2 | Column3 | Column4 | Column5 |
| 1 | 9 | 4 | 2 | 8 |
Dimension: 2
Result
As you see the result is the covariance of the rows of the two matrices.
External Links
- Covariance: This page describes the covariance and it's relation to other statistics.
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