James_H has asked for the wisdom of the Perl Monks concerning the following question:

Dear Monks,

I'm looking for a Stats module that calculates the co-var of a population _sample_ rather than population co-var.

If there was one that works with matrices even better. At the mo I use Math-MatrixReal.

Any suggestions?

Thanks, James.

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Re: Covariance of a Sample
by BrowserUk (Patriarch) on Nov 06, 2011 at 13:53 UTC

    If you've already calculated (or have a function to calculate) the population covariance, can't you obtain the sample covariance using: 

    sampleCov = popCov * n / ( n - 1)

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