Covariance
Descriptive statistics · Method and input reference
Paired observations of equal length. Pearson, Spearman and Kendall correlations; covariance uses n−1. Synthetic example: 120 matched baseline and week-12 blood pressures (mmHg). Row positions identify the same person; responses vary and some worsen.
Open calculator · Compare methods in the decision matrix
Required inputs
- Observations — Numeric observations; preserve the row and column structure described above.
- Second sample — Numeric observations; preserve the row and column structure described above.
Review missing values and data coding before running. Sample inputs are synthetic teaching examples.
Implementation
Lifescio formulas and summaries over NumPy arrays. Sample variances use ddof=1; custom formulas are described in the method help.
- numpy 2.2.6: numpy.cov
These are pinned library versions; saved results record the versions actually used at runtime.