Читать книгу The Big R-Book - Philippe J. S. De Brouwer - Страница 279

covariation

When there is more than one variable, it is useful to understand what the interdependencies of variables are. For example when measuring the size of peoples hands and their length, one can expect that people with larger hands on average are taller than people with smaller hands. The hand size and length are positively correlated.

The basic measure for linear interdependence is covariance, defined as