NAME

Statistics::Basic::Covariance - find the covariance between two arrays

SYNOPSIS

Invoke it this way:

my $covariance = covariance( [1,2,3], [1,2,3] );

Or this way:

my $v1  = vector(1,2,3);
my $v2  = vector(1,2,3);
my $cov = cov($v1,$v2);

And then either query the values or print them like so:

print "The covariance between $v1 and $v2: $covariance\n";
my $cq = $cov->query;
my $c0 = 0+$cov;

Create a 20 point "moving" covariance like so:

my $sth = $dbh->prepare("select col1,col2 from data where something");
my $len = 20;
my $cov = cov();
   $cov->set_size($len);

$sth->execute or die $dbh->errstr;
$sth->bind_columns( my ($lhs, $rhs) ) or die $dbh->errstr;

my $count = $len;
while( $sth->fetch ) {

    $cov->insert( $lhs, $rhs );
    if( -- $count <= 0 ) {
        print "Covariance: $cov\n";
    }
}

The full details are probably in the base module. If you have questions, just let me know.

AUTHOR

Paul Miller <jettero@cpan.org>

SEE ALSO

perl(1), Statistics::Basic