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reportbase/covariance

Created June 21, 2016 19:42
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covariance
var mean = a.mean()
var sum = 0
for (var n = 0; n < a.length; ++n)
sum += Math.pow(a[n]-mean,2)
a.deviation = Math.sqrt(sum/a.length)
var sum = 0
for (var n = 0; n < x.length; ++n)
sum += (x[n]-xmean)*(y[n]-ymean)
var cov = sum/(x.length-1)
covariance[0] = cov
correlation[0] = cov / sx / sy
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