# Source code for simplestatistics.statistics.covariance

```
from .mean import mean
[docs]def covariance(x, y):
"""
(Sample) Covariance_ is a measure of how two random variables vary together.
When the greater values of one variable correspond to the greater values of
the other variable, this is a positive covariance. Whereas when the greater values
of one variable correspond to the lesser values of the other variable, this is
negative covariance.
.. _Covariance: https://en.wikipedia.org/wiki/Covariance
This `Cross Validated answer`_ provides a good explanation of the difference between
covariance and correlation. Covariance is understood in the context of the units and scales involved.
You cannot compare covariances across those contexts. A correlation is a "normalized" covariance
that will always be a value between -1 and 1 and takes into account the scale of the variables.
.. _`Cross Validated answer`: http://stats.stackexchange.com/a/18089
Equation:
.. math::
q_{jk} = \\frac{1}{N - 1} \\sum\\limits_{i=1}^N (X_{ij} - \\bar{X_j}) (X_{ik} - \\bar{X_k})
Args:
x: A list of numerical objects.
y: A list of numerical objects that has the same length as x.
Returns:
A numerical object.
Examples:
>>> covariance([1,2,3,4,5,6], [6,5,4,3,2,1])
-3.5
>>> covariance([1,2,3], [4, 4.5, 5])
0.5
>>> covariance(2, 3)
Traceback (most recent call last):
...
ValueError: To calculate covariance you need lists or tuples of equal length. Length must be > 1.
>>> covariance([2, 4], [6, 6.5, 7])
Traceback (most recent call last):
...
ValueError: To calculate covariance you need lists or tuples of equal length. Length must be > 1.
>>> covariance([1], [-1])
Traceback (most recent call last):
...
ValueError: covariance requires lists of equal length where length is > 1.
"""
if type(x) not in [list, tuple] or type(y) not in [list, tuple]:
raise ValueError("To calculate covariance you need lists or tuples of equal length. Length must be > 1.")
if len(x) != len(y):
raise ValueError("To calculate covariance you need lists or tuples of equal length. Length must be > 1.")
if len(x) <= 1 or len(y) <= 1:
raise ValueError("covariance requires lists of equal length where length is > 1.")
xmean = mean(x[:])
ymean = mean(y[:])
covsum = 0
n = len(x)
for ii in list(range(n)):
covsum += (x[ii] - xmean) * (y[ii] - ymean)
bessels_correction = n - 1
return(covsum / bessels_correction)
```