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Please note that the recommended version of Scilab is 6.1.0. This page might be outdated.
See the recommended documentation of this function

# covar

covariance of two variables

s=covar(x,y,fre)

### Arguments

x

real or complex vector

y

real or complex vector

fre

matrix of type length(x) x length(y)

### Description

covar(x,y,fre) computes the covariance of two variables x and y. fre is a matrix of dimensions length(x) x length(y). In fre the element of indices (i,j) corresponds to the value or number or frequencies of x_i&y_j.

### References

Wonacott, T.H. & Wonacott, R.J.; Introductory Statistics, J.Wiley & Sons, 1990.

### Examples

x=[10 20 30 40]
y=[10 20 30 40]
fre=[.20 .04 .01  0;
.10 .36 .09  0;
0 .05 .10  0;
0   0   0 .05]
s=covar(x,y,fre)

### Comments

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