龙听期货论坛's Archiver

龙听 发表于 2022-11-1 13:11

【Covariance】

[code]Inputs: DependentVal(Numeric), IndependentVal(Numeric), Len(Numeric);
Variables: var0(0), var1(0), var2(0), var3(0);

If Len <> 0 Then Begin
        var0 = Average(IndependentVal, Len);
        var1 = Average(DependentVal, Len);
        For var2 = 0 To Len - 1 Begin
                 var3 = var3 + (IndependentVal[var2] - var0) * (DependentVal[var2] - var1);
        End;
        Covariance = var3 / Len;
End;
[/code]

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