Haskell DSP LibrarySource codeParentContentsIndex
Numeric.Statistics.Covariance
Portability portable
Stability experimental
Maintainer m.p.donadio@ieee.org
Description

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

cov :: (Fractional a) => [a] -> [a] -> a
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