Explore: *covariance

probability theory and statistics, covariance is a measure of the joint variability of two random variables. The sign of the covariance, therefore, shows the tendency

and statistics, a covariance matrix (also known as auto-covariance matrix, dispersion matrix, variance matrix, or variance–covariance matrix) is a square

In theoretical physics, general covariance, also known as diffeomorphism covariance or general invariance, consists of the invariance of the form of physical

together, and may refer to: Covariance matrix, a matrix of covariances between a number of variables Covariance or cross-covariance between two random variables

Look up covariance or contravariance in Wiktionary, the free dictionary. Covariance and contravariance may refer to: Covariance and contravariance of

through space". Lorentz covariance, a related concept, is a property of the underlying spacetime manifold. Lorentz covariance has two distinct, but closely

statistics, sometimes the covariance matrix of a multivariate random variable is not known but has to be estimated. Estimation of covariance matrices then deals

theory and statistics, the covariance function describes how much two random variables change together (their covariance) with varying spatial or temporal

" Regardless of Gaussianity, however, if the process and measurement covariances are known, then the Kalman filter is the best possible linear estimator

eigenvectors of the data's covariance matrix. Thus, the principal components are often computed by eigendecomposition of the data covariance matrix or singular