covp {optimStrat} | R Documentation |
Covariance
Description
Compute the covariance between x
and y
.
Usage
covp(x, y)
Arguments
x |
a numeric vector. |
y |
a numeric vector. |
Details
Compute the covariance between x
and y
using n
(instead of n-1
as in cov
) in the denominator.
If the length of x
and y
are different, the elements of the shortest one will be recycled as necessary.
Value
An object with the covariance between x
and y
.
See Also
Examples
x<- rnorm(100)
y<- rnorm(100)
covp(x, y)
cov(x, y)
[Package optimStrat version 2.4 Index]