covariance method

T covariance()

Calculates covariance of x and y.

Throws ArgumentError when:

• The arguments have non-equal lengths.
• The arguments are empty.

Example

import 'package:calc/calc.dart';

void main() {
  final x = [1,2,3];
  final y = [4,3,2];
  final result = SamplesXY<int>(x,y).covariance();
  print('covariance: $result');
}

Implementation

T covariance() {
  final n = x.length;
  if (n != y.length) {
    throw ArgumentError(
        'Arguments have different lengths: ${x.length} != ${y.length}');
  }
  if (n == 0) {
    throw ArgumentError('Arguments are empty');
  }
  final meanX = x.mean();
  final meanY = y.mean();
  final sum = meanX.toBuilder(copy: false);
  final tmp0 = sum.toBuilder(copy: false);
  final tmp1 = sum.toBuilder(copy: false);
  for (var i = 0; i < n; i++) {
    // x[i] - meanX
    tmp0.setTensor(x[i]);
    tmp0.sub(meanX);

    // y[i] - meanY
    tmp1.setTensor(y[i]);
    tmp1.sub(meanY);

    // (x[i] - meanX) * (y[i] - meanY)
    tmp0.mul(tmp1.build(recycle: true));
    if (i == 0) {
      sum.setTensor(tmp0.build(recycle: true));
    } else {
      sum.add(tmp0.build(recycle: true));
    }
  }
  sum.divScalar(n);
  return sum.build() as T;
}