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Module: Editor

Version: 18.03+

Type: Double

Category: Statistical

## 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

Outcome:

1,4

As you see the result is the covariance of the rows of the two matrices.