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escovc

Computes sample cross-covariances at lag 0 only.

Prototype

	function escovc (
		x  : numeric,  
		y  : numeric   
	)

	return_val  :  numeric

Arguments

x

An array of any numeric type or size. The rightmost dimension is usually time.

y

An array of any numeric type or size. The rightmost dimension is usually time. The size of the rightmost dimension must be the same as x.

Return value

A scalar value if x and y are one-dimensional. The same size as x if either x or y are multi-dimensional. Double if x is double, float otherwise.

Description

Computes sample cross-covariances at lag 0 only. If a lagged covariance is required, use esccv. Missing values are allowed.

Algorithm:

     cov = SUM [(X(t)-Xave)*(Y(t)-Yave)]/(NT-1)
     
The dimension sizes(s) of c are a function of the dimension sizes of the x and y arrays. The following illustrates dimensioning:
        x(N), y(N)          a scalar
        x(N), y(K,M,N)      c(K,M)
      x(I,N), y(K,M,N)      c(I,K,M)
    x(J,I,N), y(L,K,M,N)    c(J,I,L,K,M)
    
special case when dimensions of all x and y are identical:
    x(J,I,N), y(J,I,N)      c(J,I)
    

See Also

esacv,esacr,esccr, esccv,escorc

Examples

Example 1

The following will calculate the cross-covariance for a two one-dimensional arrays x(N) and y(N).

     ccv = escovc(x,y)   ; ccv is a scalar
     
Example 2

The following will calculate the cross-covariance for one two-dimensional array y(lat,lon,time) and one one-dimensional array x(time).

     ccv = escovc(x,y)    ; ccv(lat,lon)
     
Example 3

Consider x(neval,time) and y(lat,lon,time)

     ccv = escovc(x,y)    ; ccv(neval,lat,lon)