--- cov ---

Compute covariance between two HESeries, excluding missing values. Two HESeries objects are required to be the same length, but do not have to be the same index of valid.

cov(...)

# S3 method for heaan_sdk.frame.series.HESeries
cov(series_1, series_2)

# S3 method for default
cov(x = x, ...)

Arguments

series_1:

(HESeries)

series_2:

(HESeries)

Value

HESeries of length 1, containing covariance between series_1 and series_2.

Examples

if (FALSE) {
params <- heaan_sdk.HEParameter("FGb", "real")
context <- heaan_sdk.Context(
           params,
           key_dir_path = "keys-real",
           load_keys = "all",
           generate_keys = FALSE)

series_1 <- rnorm(100, 5, 10)
series_2 <- rnorm(100, 7, 15)
he_series_1 <- HESeries.from_series(context, series_1)
he_series_2 <- HESeries.from_series(context, series_2)

encrypt(he_series_1)
encrypt(he_series_2)
res <- cov(he_series_1, he_series_2)
decrypt(res)

res <- to_series(res)
}