// kanniprabu's function is wrong.
// You can check this function with COVARIANCE.P Excel function:
function getCovariance( $valuesA, $valuesB )
{
$countA = count($valuesA);
$countB = count($valuesB);
if ( $countA != $countB ) {
trigger_error( 'Arrays with different sizes: countA='. $countA .', countB='. $countB, E_USER_WARNING );
return false;
}
if ( $countA < 0 ) {
trigger_error( 'Empty arrays', E_USER_WARNING );
return false;
}
// Use library function if available
if ( function_exists( 'stats_covariance' ) ) {
return stats_covariance( $valuesA, $valuesB );
}
$meanA = array_sum( $valuesA ) / floatval( $countA );
$meanB = array_sum( $valuesB ) / floatval( $countB );
$add = 0.0;
for ( $pos = 0; $pos < $countA; $pos++ ) {
$valueA = $valuesA[ $pos ];
if ( ! is_numeric( $valueA ) ) {
trigger_error( 'Not numerical value in array A at position '. $pos .', value='. $valueA, E_USER_WARNING );
return false;
}
$valueB = $valuesB[ $pos ];
if ( ! is_numeric( $valueB ) ) {
trigger_error( 'Not numerical value in array B at position '. $pos .', value='. $valueB, E_USER_WARNING );
return false;
}
$difA = $valueA - $meanA;
$difB = $valueB - $meanB;
$add += ( $difA * $difB );
} // for
return $add / floatval( $countA );
}
