Covariance by the shortcut formula

mean(xy) - mean(x) mean(y), cross-checked against the deviation form.

Usage

CovShort(x, y)

Arguments

x, y

equal-length data vectors, n >= 2.

Value

list(cov).

References

Morin, D. J. (2016). Probability: For the Enthusiastic Beginner. Createspace. Eq (6.14).

Examples

CovShort(c(2, 3, 3, 5, 7), c(1, 1, 3, 4, 6))$cov
#> [1] 3.2