Covariance (disambiguation)

Covariance may refer to:

• Covariance, a measure of how much two variables change together
• Covariance matrix, a matrix of covariances between a number of variables
• Cross-covariance, the covariance between two vectors of variables
• Autocovariance, the covariance of a signal with a time-shifted version of itself
• Covariance function, a function giving the covariance of a random field with itself at two locations
• Covariant transformation, a rule that describes how certain physical entities change under a change of coordinate system
• Covariance and contravariance of vectors, properties of how vector coordinates change under a change of basis
• Covariance and contravariance of functors, properties of functors
• Covariance and contravariance (computer science), a system of class relations in computer science
• General covariance, the invariance of the form of physical laws under arbitrary differential coordinate transformations
• Lorentz covariance, a property of space-time that follows from the special theory of relativity
• Poincaré covariance, related to Lorentz covariance
• Eddy covariance, an atmospheric flux measurement technique

See also

• Covariance and correlation
• Covariance and contravariance (disambiguation)

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