**'org.apache.commons.math3.stat.correlation.Covariance'**Java class

org.apache.commons.math3.stat.correlation

## Class Covariance

- java.lang.Object
- org.apache.commons.math3.stat.correlation.Covariance

- Direct Known Subclasses:
- StorelessCovariance

public class Covarianceextends Object

Computes covariances for pairs of arrays or columns of a matrix.The constructors that take

`RealMatrix`

or`double[][]`

arguments generate covariance matrices. The columns of the input matrices are assumed to represent variable values.The constructor argument

`biasCorrected`

determines whether or not computed covariances are bias-corrected.Unbiased covariances are given by the formula

`cov(X, Y) = Σ[(x`

where_{i}- E(X))(y_{i}- E(Y))] / (n - 1)`E(X)`

is the mean of`X`

and`E(Y)`

is the mean of the`Y`

values.Non-bias-corrected estimates use

`n`

in place of`n - 1`

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