covariance(filter)

Functions
template<domain D :shared3p >
D float32	covariance (D int32[[1]] sample1, D int32[[1]] sample2, D bool[[1]] filter)
template<domain D :shared3p >
D float64	covariance (D int64[[1]] sample1, D int64[[1]] sample2, D bool[[1]] filter)
template<domain D :shared3p >
D float32	covariance (D float32[[1]] sample1, D float32[[1]] sample2, D bool[[1]] filter)
template<domain D :shared3p >
D float64	covariance (D float64[[1]] sample1, D float64[[1]] sample2, D bool[[1]] filter)

Detailed Description

Estimate the Pearson covariance of two samples.

Note

D - shared3p protection domain

Supported types - int32 / int64 / float32 / float64

Parameters

sample1	- first sample
sample2	- second sample
filter	- filter indicating which elements of the samples are available

Returns

returns the covariance

Leakage

None

Function Documentation

covariance() [1/4]

D float32 covariance	(	D float32[[1]]	sample1,
		D float32[[1]]	sample2,
		D bool[[1]]	filter
	)

covariance() [2/4]

D float64 covariance	(	D float64[[1]]	sample1,
		D float64[[1]]	sample2,
		D bool[[1]]	filter
	)

covariance() [3/4]

D float32 covariance	(	D int32[[1]]	sample1,
		D int32[[1]]	sample2,
		D bool[[1]]	filter
	)

covariance() [4/4]

D float64 covariance	(	D int64[[1]]	sample1,
		D int64[[1]]	sample2,
		D bool[[1]]	filter
	)