etl/docs/maths/covariance.md
2026-05-19 12:12:14 +01:00

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---
title: "Covariance"
---
{{< callout type="info">}}
Header: `covariance.h`
From: `20.9.0`
{{< /callout >}}
```cpp
template <bool Covariance_Type, typename TInput, typename TCalc = TInput>
class covariance : public etl::binary_function<TInput, TInput, void>
```
`Covariance_Type` `Population` or `Sample`.
`TInput` The input data type.
`TCalc` The type to use for internal calculations. By default, equal to `TInput`.
## covariance_type
`etl::covariance_type::Sample`
`etl::covariance_type::Population`
## Constructor
```cpp
covariance()
```
Default constructor.
---
```cpp
template <typename TIterator>
covariance(TIterator first1, TIterator last1, TIterator first2)
```
**Description**
Construct from two iterator ranges.
## Member functions
```cpp
void add(TInput value1, TInput value2)
```
**Description**
Add a pair of values.
```cpp
template <typename TIterator>
void add(TIterator first1, TIterator last1, TIterator first2)
```
**Description**
Add a range of values.
---
```cpp
void operator()(TInput value1, TInput value2)
```
**Description**
Add a pair of values.
---
```cpp
template <typename TIterator>
void operator()(TIterator first1, TIterator last1, TIterator first2)
```
**Description**
Add a range of values.
---
```cpp
double get_covariance() const
```
**Return**
The calculated covariance for the data.
---
```cpp
operator double() const
```
**Return**
The calculated covariance for the data.
---
```cpp
size_t count() const
```
**Description**
Get the total number added entries.
```cpp
void clear()
```
**Description**
Clear the covariance.
## Example
```cpp
std::array<char, 10> input_c
{
0, 1, 2, 3, 4, 5, 6, 7, 8, 9
};
std::array<char, 10> input_c_inv
{
0, -1, -2, -3, -4, -5, -6, -7, -8, -9
};
etl::covariance<etl::covariance_type::Population, char, int32_t> covariance(input_c.begin(),
input_c.end(),
input_c_inv.begin());
double covariance_result;
covariance_result = covariance; // covariance_result == -8.25
```