locutus/esm/python/statistics/covariance.js

Locutus other languages' standard libraries to JavaScript for fun and educational purposes

import { assertStatisticsArray, sumProducts, toStatisticNumber } from "../_helpers/_statistics.js";
export function covariance(x, y) {
    //      discuss at: https://locutus.io/python/statistics/covariance/
    // parity verified: Python 3.12
    //     original by: Kevin van Zonneveld (https://kvz.io)
    //          note 1: Returns the sample covariance between two equally-sized numeric datasets.
    //       example 1: covariance([1, 2, 3], [1, 5, 7])
    //       returns 1: 3
    //       example 2: covariance([1, 2, 3], [7, 5, 3])
    //       returns 2: -2
    //       example 3: covariance([true, false, true], [1, 2, 3])
    //       returns 3: 0
    const left = assertStatisticsArray(x, 'covariance').map((value) => toStatisticNumber(value, 'covariance'));
    const right = assertStatisticsArray(y, 'covariance').map((value) => toStatisticNumber(value, 'covariance'));
    if (right.length !== left.length) {
        throw new Error('covariance requires that both inputs have same number of data points');
    }
    if (left.length < 2) {
        throw new Error('covariance requires at least two data points');
    }
    const n = left.length;
    const xbar = left.reduce((sum, value) => sum + value, 0) / n;
    const ybar = right.reduce((sum, value) => sum + value, 0) / n;
    const centeredX = left.map((value) => value - xbar);
    const centeredY = right.map((value) => value - ybar);
    return sumProducts(centeredX, centeredY) / (n - 1);
}