Manuals/calci/COVARIANCE

COVARIANCEDATAANALYSIS(Array, GroupBy, NewTableFlag)

where,

• $Array$ is array of integers or reference to the cells containing array,
• $GroupBy$ is a method that performs the analysis by Columns or Rows,
• $NewTableFlag$ 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.
• $Array$ can be numbers or can be names, arrays or references containing numbers.
• Values containing text, logical values or empty cells are ignored.
• Argument $GroupBy$ can be "Rows" or "Columns".
• $NewTableFlag$ can be a logical value TRUE or FALSE. If omitted, Calci assumes it to be TRUE.
• If $NewTableFlag$ is TRUE, output is displayed on a new ZSpace cube. If $NewTableFlag$ is FALSE, output is displayed on the same spreadsheet where command is written.
• If data is invalid, Calci displays NaN error message.

Examples

Consider the following table with two arrays as input data.

	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)

---

Output for the above examples is displayed respectively.

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

• COVAR

References

• Covariance