Function Covariance

Part of:

package cl-mathstats
( covariance &rest < args > )
COVARIANCE (SAMPLE1 SAMPLE2 &KEY START1 END1 START2 END2)
Computes the covariance of two samples, which should be equal-length sequences of numbers. Covariance is the inner product of differences between sample elements and their sample means. For more information, see the manual.