FunctionsStatistical

covar_pop_stable

Computes population covariance for two numeric expressions using a numerically stable online accumulator.

covar_pop_stable(…) → Float64

Kind · aggregate

Computes population covariance for two numeric expressions using a numerically stable online accumulator.

Part of the Statistical family.

covar_pop_matrix

Computes the population covariance matrix across numeric input expressions in the group. Each matrix cell contains cov(X_i, X_j) divided by N.

covar_samp

Computes sample covariance over paired numeric columns in the current batch and returns the same result for every output row.