Calculate Covariance

Computes the covariance of all columns against other columns. Covariance measures the relationship between two variables in a set. Read more about covariance on Wikipedia https://en.wikipedia.org/wiki/Covariance

The covariance between variables X and Y in the sets [1, 2, 3] and [4, 5, 6] is 2.33 because it quantifies their linear relationship.

Essential for identifying dependency between variables, useful for forecasting and prediction.

• Microsoft Excel: COVARIANCE.P
• Google Sheets: COVAR
• Apple Numbers: COVAR
• Python Pandas: df['column1'].cov(df['column2'])
• Related Words: calculate covariance, covariance matrix