kumulant/com.eignex.kumulant.stat.regression/CovarianceResult

CovarianceResult

@Serializable

@SerialName(value = "CovarianceResult")

data class CovarianceResult(val totalWeights: Double, val meanX: Double, val meanY: Double, val sxy: Double, val sxx: Double, val syy: Double) : Result(source)

Weighted covariance snapshot with second-moment sums usable for merging.

Constructors

CovarianceResult

constructor(totalWeights: Double, meanX: Double, meanY: Double, sxy: Double, sxx: Double, syy: Double)

Properties

correlation

val correlation: Double

Pearson correlation coefficient.

covariance

val covariance: Double

Sample covariance sxy / totalWeights.

meanX

val meanX: Double

Weighted running mean of x.

meanY

val meanY: Double

Weighted running mean of y.

sxx

val sxx: Double

Sum of squared deviations in x: Sum (x - meanX)^2 * w.

sxy

val sxy: Double

Sum of cross-deviations: Sum (x - meanX)(y - meanY) * w.

syy

val syy: Double

Sum of squared deviations in y: Sum (y - meanY)^2 * w.

totalWeights

val totalWeights: Double

Cumulative observation weight folded in.

varX

val varX: Double

Population variance of x.

varY

val varY: Double

Population variance of y.