External module "stats/incr/covariance/docs/types/index.d"

Export assignment incrcovariance

• incrcovariance(meanx: number, meany: number): accumulator
• incrcovariance(): accumulator

• Returns an accumulator function which incrementally computes an unbiased sample covariance.

  Parameters

  • meanx: number

    mean value

  • meany: number

    mean value

  Returns accumulator

  accumulator function

  Example

  var accumulator = incrcovariance( 2.0, -3.0 );

• Returns an accumulator function which incrementally computes an unbiased sample covariance.

  Returns accumulator

  accumulator function

  Example

  var accumulator = incrcovariance();
  
  var v = accumulator();
  // returns null
  
  v = accumulator( 2.0, 1.0 );
  // returns 0.0
  
  v = accumulator( -5.0, 3.14 );
  // returns ~-7.49
  
  v = accumulator();
  // returns ~-7.49