Covariance (disambiguation)

In mathematics and physics, covariance is a measure of how much two variables change together, and may refer to: == Statistics == Covariance matrix, a matrix of covariances between a number of variables Covariance or cross-covariance between two random variables or data sets Autocovariance, the covariance of a signal with a time-shifted version of itself Covariance function, a function giving the covariance of a random field with itself at two locations == Algebra and geometry == A covariant (invariant theory) is a bihomogeneous polynomial in x, y, ... and the coefficients of some homogeneous form in x, y, ...

Source: Wikipedia — Covariance (disambiguation) (CC BY-SA 4.0)