gavindiaz/QuanTAlib
1
0
Fork 0
mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-08-21 03:58:04 +00:00
Code Issues Packages Projects Releases Wiki Activity

doc headers

Browse Source
This commit is contained in:
Miha Kralj
2026-02-27 07:48:12 -08:00
parent 8a1ba95173
commit 4ab3a7fb53
389 changed files with 6682 additions and 468 deletions
Download Patch File Download Diff File Expand all files Collapse all files
lib/statistics/covariance/Covariance.md
+17
View File
@@ -1,5 +1,22 @@
# Covariance: Covariance
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Statistic |
| **Inputs** | Source (close) |
| **Parameters** | `period`, `isPopulation` (default false) |
| **Outputs** | Single series (Cov) |
| **Output range** | Varies (see docs) |
| **Warmup** | `period` bars |
### TL;DR
- Covariance measures the joint variability of two random variables.
- Parameterized by `period`, `ispopulation` (default false).
- Output range: Varies (see docs).
- Requires `period` bars of warmup before first valid output (IsHot = true).
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
> "Correlation is just covariance normalized by standard deviation. But sometimes you want the raw, unadulterated relationship."
Covariance measures the joint variability of two random variables. It indicates the direction of the linear relationship between variables.