Covariance
Cov(for sample) = sum[(x - śr(x))*(y-śr(y))]/n-1 ... we are interesting in the sign. Does not provide strength. Is not standardized.
Covariance matrix...diagonal shows variance of each variable, off-diagonal show covariances betw. each variable pair.
Correlation (Pearson, r)
r =Cov(x,y)/[SD(x)* SD(y)]
Brak komentarzy:
Prześlij komentarz