dsp-0.2.5.1: Haskell Digital Signal Processing

Copyright(c) Matthew Donadio 2002
LicenseGPL
Maintainerm.p.donadio@ieee.org
Stabilityexperimental
Portabilityportable
Safe HaskellSafe
LanguageHaskell98

Numeric.Statistics.Covariance

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

Documentation

cov :: Fractional a => [a] -> [a] -> a Source #