Python 3.10+statisticsfunction

statistics.covariance

relationships

Sample covariance of two datasets (3.10+).

Syntax

statistics.covariance(x, y)

The value carries the units of both inputs — switch metres to centimetres and it grows a hundredfold — so it is useless for comparing the strength of relationships; correlation is the tool for that, while covariance is mostly read for its sign. Zero means no linear relationship rather than independence, and both inputs must be the same length with at least two values.

Examples

import statistics
print(statistics.covariance([1, 2, 3], [2, 4, 6]))   # → 2.0
print(statistics.covariance([1, 2, 3], [6, 4, 2]))   # → -2.0
print(statistics.covariance([1, 2, 3, 4], [1, 2, 2, 1]))   # → 0.0
print(statistics.covariance([1, 2, 3], [1, 2, 3]) == statistics.variance([1, 2, 3]))   # → True
print(statistics.covariance([1, 2, 3], [1, 2]))   # → StatisticsError

See also

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