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Suggesting an error in online covariance computation |
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== Online algorithm for covariance ==
Is this algorithm right? I'm not an expert, but when I compare it to the online variance computation, it's different, and if I replace y with x, I should get cov(x,x) = var(x), so could anyone have a look please? [[Special:Contributions/131.227.95.222|131.227.95.222]] ([[User talk:131.227.95.222|talk]]) 18:03, 27 February 2013 (UTC)
: Alright, I found a paper talking about this and now I understand that the formula is talking about co-moments and not covariances, I will add the note to the article. [[Special:Contributions/131.227.95.222|131.227.95.222]] ([[User talk:131.227.95.222|talk]]) 10:31, 28 February 2013 (UTC)
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