Manuals/calci/COVARIANCE

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COVARIANCEDATAANALYSIS(Array, GroupBy, NewTableFlag)

where,

  • is array of integers or reference to the cells containing array,
  • is a method that performs the analysis by Columns or Rows,
  • is a flag that determines how the output should be displayed.

COVARIANCEDATAANALYSIS() calculates the average of product of deviations of values from the means of each data set.

Description

COVARIANCEDATAANALYSIS(Array, GroupBy, NewTableFlag)

  • Covariance is a method used to determine the relationship between two data sets.
  • can be numbers or can be names, arrays or references containing numbers.
  • Values containing text, logical values or empty cells are ignored.
  • Argument can be "Rows" or "Columns".
  • can be a logical value TRUE or FALSE. If omitted, Calci assumes it to be TRUE.
  • If is TRUE, output is displayed on a new ZSpace cube. If is FALSE, output is displayed on the same spreadsheet where command is written.
  • If data is invalid, Calci displays NaN error message.

Examples

Column1 Column2 Column3 Column4
Row1 5 3
Row2 7 8
Row3 12 8
Row4 17 18
Row5 41 34
Row6
=COVARIANCEDATAANALYSIS(A2:B5,"Columns",TRUE)
=COVARIANCEDATAANALYSIS(A2:B6,"Rows",TRUE)


Covariance by Columns
Column1 Column2
Column1 21.6875 23.4375
Column2 23.4375 29.6875


Covariance by Rows
Row1 Row2 Row3 Row4 Row5
Row1 1 -0.5 2 -0.5 3.5
Row2 -0.5 0.25 -1 0.25 -1.75
Row3 2 -1 4 -1 7
Row4 -0.5 0.25 -1 0.25 -1.75
Row5 3.5 -1.75 7 -1.75 12.25

See Also

References