/**
* Evaluate the covariance amongst 2 sets.
*
* @param array $array1 set 1 of values.
* @param array $array2 set 2 of values.
* @return number covariance.
* @throws \Exception
*/
public static function covariance($array1, $array2)
{
if (count($array1) != count($array2)) {
throw new \Exception('Array mismatch');
}
$arrayLength = count($array1);
$sum1 = Basic::sum($array1);
$sum2 = Basic::sum($array2);
$total = 0;
for ($i = 0; $i < $arrayLength; ++$i) {
$total += $array1[$i] * $array2[$i];
}
return ($total - $sum1 * $sum2 / $arrayLength) / $arrayLength;
}
