Function smartnoise_runtime::components::covariance::covariance

pub fn covariance(
    left: &ArrayView1<'_, Float>, 
    right: &ArrayView1<'_, Float>, 
    mean_left: Float, 
    mean_right: Float, 
    delta_degrees_of_freedom: usize
) -> Float

Get covariance between two 1D-arrays.

Arguments

• left - One of the two arrays for which you want the covariance.
• right - One of the two arrays for which you want the covariance.
• mean_left - Arithmetic mean of the left array.
• mean_right - Arithmetic mean of the right array.
• delta_degrees_of_freedom - 0 for population, 1 for finite sample correction

Return

Covariance of the two arrays.

Example

use ndarray::{ArrayD, arr1};
use smartnoise_runtime::components::covariance::covariance;

let left = arr1(&[1.,2.,3.]);
let right = arr1(&[4.,5.,6.]);
let mean_left = 2.;
let mean_right = 5.;
let cov = covariance(&left.view(), &right.view(), mean_left, mean_right, 1);
assert_eq!(cov, 1.);