Measuring covariance

Covariance is a measure of how two variables are related to one another and has a wide array of applications, from feature extraction (machine learning) to meteorology, molecular biology, financial economics, and more. Covariance can either be positive or negative. Positive covariance means that the two variables are directly related. In other words, the large values in the first variable generally correspond with large values in the second variable and the small values in the first variable generally correspond with the small values in the second variable. Negative covariance means that the two variables are inversely related. This means that the large values in the first variable generally correspond with the smaller values in the second variable and that the smaller values in the first variable generally correspond with the larger values in the second variable...