COV

The first data set. This can be a constant value, a column, a cell range, or an expression evaluating to any of the above. For the format definition of data, see the "Macro Function Parameters" section in the chapter in this guide for your IBM® product.

data2

The second data set. This can be a constant value, a column, a cell range, or an expression evaluating to any of the above. For the format definition of data, see the "Macro Function Parameters" section in the chapter in this guide for your IBM® product.

Description

COV counts the covariance of the two specified data ranges. 1 It outputs as many columns as the minimum dimension of the inputs (both width and height). COV is calculated as follows:

where x and y are columns containing the same number of values N,

is the mean of x, and

is the mean of y.

Examples

TEMP = COV(COLUMN(1,2), COLUMN(1,3))

Creates a new column named TEMP containing the value 0.5.

TEMP = COV(V1, V2)

Creates a new column named TEMP containing the covariance between data in column V1 and data in column V2.

TEMP = COV(V1:V2, V3:V4)

Creates two new column named TEMP and VX. The column TEMP will contain the covariance between columns V1 and V3. The column VX will contain the covariance between columns V2 and V4.

TEMP = COV(V1[1:50]:V2,V3[100:200]:V4)

Creates two new column named TEMP and VX. The column TEMP will contain the covariance between rows 1-50 of column V1 and rows 100-200 of column V3. The column VX will contain the covariance between rows 1-50 of column V2 and rows 100-200 of column V4.