WeightedCovariance
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Function Description
Returns the weighted (sample) covariance between two series.
Weighted (sample) covariances, given weights 
(for
),
are calculated as:
where
See Weighted
Moments and Cumulants for further details and explanation of terms in this
formula. If the weights are equal then returns the same as MnCovariance.
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Output type / Parameter details
Output type: Double
| Parameter Name | Variable Type | Description |
| InputArray1 | Double() | First series |
| InputArray2 | Double() | Second series |
| WeightArray | Double() | Array containing series to use to weight observations |
Links to:
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Interactively run function
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Interactive instructions
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Example calculation
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Output type / Parameter details
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Illustrative spreadsheet
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Other Statistical functions
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Computation units used
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