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Functions to compute various bivariate statistics.

Usage

covariance(x, y)

means_and_covariance(x, y)

correlation_coefficient(x, y)

Arguments

x

A numeric vector.

y

A numeric vector.

Value

A numeric value or vector with the computed statistic.

See also

Boost Documentation for more details on the mathematical background.

Examples

# Covariance
covariance(c(1, 2, 3), c(4, 5, 6))
#> [1] 0.6666667
# Means and Covariance
means_and_covariance(c(1, 2, 3), c(4, 5, 6))
#> [1] 2.0000000 5.0000000 0.6666667
# Correlation Coefficient
correlation_coefficient(c(1, 2, 3), c(4, 5, 6))
#> [1] 1