Last update : 12/01/2004

covar - covariance of two variables

### Calling Sequence

  `s=covar(x,y,fre)`

### Parameters

- `x`: real or complex vector
- `y`: real or complex vector
- `fre`: matrix of type length(x) x length(y)

### Description

`covar(x,y,fre)` computes the covariance of two variables x and y. fre is a matrix of dimensions length(x) x length(y). In fre the element of indices (i,j) corresponds to the value or number or frequences of x_i&y_j.

### References

Wonacott, T.H. & Wonacott, R.J.; Introductory Statistics, J.Wiley & Sons, 1990.

### Examples

    x=[10 20 30 40]
    y=[10 20 30 40]
    fre=[.20 .04 .01  0;
         .10 .36 .09  0;
           0 .05 .10  0;
           0   0   0 .05]
    s=covar(x,y,fre)

### Author

Carlos Klimann