Numeric.Statistics.Covariance

UNTESTED

Simple module for computing the covariance of two lists

 Cov(X1,X2) = 1/(N-1) * sum (i=1..N) ((x1_i - mu1)(x2_i - mu2))

Reference: Ross, NRiC

Documentation

cov :: Fractional a => [a] -> [a] -> a