boostmath (version 1.4.0)

bivariate_statistics: Bivariate Statistics Functions

Description

Functions to compute various bivariate statistics.

Usage

covariance(x, y)
means_and_covariance(x, y)
correlation_coefficient(x, y)

Value

A numeric value or vector with the computed statistic.

Arguments

x

A numeric vector.

y

A numeric vector.

See Also

Boost Documentation for more details on the mathematical background.

Examples

# Covariance
covariance(c(1, 2, 3), c(4, 5, 6))
# Means and Covariance
means_and_covariance(c(1, 2, 3), c(4, 5, 6))
# Correlation Coefficient
correlation_coefficient(c(1, 2, 3), c(4, 5, 6))