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15 lines
398 B
15 lines
398 B
AGGREGATION FUNCTION covariances(x, y, w){
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static xmeans := 0., ymeans := 0., cnt := 0;
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if (cnt < w)
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{
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xmeans += x;
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ymeans += y;
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cnt+=1;
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}
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else {
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xmeans += (x - x.vec[cnt - w]) / w;
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ymeans += (y - y.vec[cnt - w]) / w;
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}
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avg (( x.vec(x.len-w, x.len) - xmeans ) * (y.vec(y.len - w, y.len) - ymeans ))
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}
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