covariance

numeric.stats.covariance(x, y, bias=False)

Calculate covariance of two array.

Parameters

• x – (array_like) A 1-D array containing multiple variables and observations.

• y – (array_like) An additional set of variables and observations. y has the same form as that of x.

• bias – (boolean) Default normalization (False) is by (N - 1), where N is the number of observations given (unbiased estimate). If bias is True, then normalization is by N.

returns: Covariance

Examples:

from mipylib.numeric import stats

x1 = [12, 2, 1, 12, 2]
x2 = [1, 4, 7, 1, 0]
c = stats.cov(x1, x2)
print c

Result:

>>> run script...
-7.28