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Author image Paul Miller

NAME

Statistics::Basic::Covariance - find the covariance between two lists

SYNOPSIS

Invoke it this way:

    my $covariance = covariance( [1,2,3], [1,2,3] );

Or this way:

    my $v1  = vector(1,2,3);
    my $v2  = vector(1,2,3);
    my $cov = cov($v1,$v2);

And then either query the values or print them like so:

    print "The covariance between $v1 and $v2: $covariance\n";
    my $cq = $cov->query;
    my $c0 = 0+$cov;

Create a 20 point "moving" covariance like so:

    use Statistics::Basic qw(:all nofill);

    my $sth = $dbh->prepare("select col1,col2 from data where something");
    my $len = 20;
    my $cov = cov();
       $cov->set_size($len);

    $sth->execute or die $dbh->errstr;
    $sth->bind_columns( my ($lhs, $rhs) ) or die $dbh->errstr;

    my $count = $len;
    while( $sth->fetch ) {
        $cov->insert( $lhs, $rhs );
        if( defined( my $c = $cov->query ) ) {
            print "Covariance: $c\n";
        }

        # This would also work:
        # print "Covariance: $cov\n" if $cov->query_filled;
    }

METHODS

This list of methods skips the methods inherited from Statistics::Basic::_TwoVectorBase (things like query(), insert(), and ginsert()).

new()

Create a new Statistics::Basic::Covariance object. This function takes two arguments -- which can either be arrayrefs or Statistics::Basic::Vector objects. This function is called when the covariance() shortcut-function is called.

query_vector1()

Return the Statistics::Basic::Vector for the first vector.

query_vector2()

Return the Statistics::Basic::Vector object for the second vector.

query_mean1()

Returns the Statistics::Basic::Mean object for the first vector.

query_mean2()

Returns the Statistics::Basic::Mean object for the second vector.

OVERLOADS

This object is overloaded. It tries to return an appropriate string for the calculation or the value of the computation in numeric context.

In boolean context, this object is always true (even when empty).

AUTHOR

Paul Miller <jettero@cpan.org>

COPYRIGHT

Copyright 2012 Paul Miller -- Licensed under the LGPL

SEE ALSO

perl(1), Statistics::Basic, Statistics::Basic::_TwoVectorBase, Statistics::Basic::Vector