cumcovar

Syntax

cumcovar(X,Y)

Please see Cumulative Window Functions for the parameter description and windowing logic.

Cumulatively calculate the covariance of X and Y. The result is a vector of the same length as X.

x = 7 4 5 8 9
y = 1 7 8 9 0
cumcovar(x, y);
// output
[,-9,-5.166667,-1,-4.5]