Covariance function

A covariance function is like a measure of how two variables relate to each other. For example, if you want to know how rain and ice cream sales are related, you can use a covariance function. To get the answer, you need to look at how the two variables change in relation to each other. If the two variables go up and down together, that means they are related. If they go in opposite directions, that means they are not related. The numbers that are calculated using the covariance function are called covariance values and they tell you how closely related two variables are.