covariance function

double covariance(List<double> x, List<double> y)

Computes the covariance between two series.

Implementation

double covariance(List<double> x, List<double> y) {
  if (x.length != y.length) {
    throw ArgumentError('x and y must have the same length');
  }
  if (x.length < 2) {
    throw ArgumentError('At least 2 points are required');
  }

  final n = x.length;

  double sumX = 0, sumY = 0;
  for (int i = 0; i < n; i++) {
    sumX += x[i];
    sumY += y[i];
  }
  final meanX = sumX / n;
  final meanY = sumY / n;

  double cov = 0;
  for (int i = 0; i < n; i++) {
    cov += (x[i] - meanX) * (y[i] - meanY);
  }

  return cov / (n - 1); // Sample covariance
}