cumcovar
Syntax
cumcovar(X,Y)
Please see Cumulative Window Functions (cum-functions) for the parameters and windowing logic.
Details
Cumulatively calculate the covariance of X and Y. The result is a vector of the same length as X.
Examples
$ x = 7 4 5 8 9
$ y = 1 7 8 9 0
$ cumcovar(x, y);
[,-9,-5.166667,-1,-4.5]