Covariant

In mathematics and physics, covariance is a measure of how much two variables change together, and may refer to: Covariance matrix, a matrix of covariances between a number of variables Covariance or cross-covariance between two random variables or data sets 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