cov: Covariances and correlations

Differentiable estimation of covariance and derived measures.

Functional connectivity is a measure of the statistical relationship between (localised) time series signals. It is typically operationalised as some derivative of the covariance between the time series, most often the Pearson correlation.

• cov: Covariance
• corr: Pearson correlation
• partialcov: Partial covariance
• partialcorr: Partial correlation
• pairedcov: Paired covariance
• pairedcorr: Paired correlation
• conditionalcov: Conditional covariance
• conditionalcorr: Conditional correlation
• precision: Inverse covariance (precision)