title: Covariance using EJML
body: <p>I have two double arrays as below</p>
  
  <pre><code>double[] x = { 2.5, 0.5, 2.2, 1.9, 3.1, 2.3, 2.0, 1.0, 1.5, 1.1 };
  double[] y = { 2.4, 0.7, 2.9, 2.2, 3.0, 2.7, 1.6, 1.1, 1.6, 0.9 };
  </code></pre>
  
  <p>How do you find the covariance between them using <strong><a href="http://code.google.com/p/efficient-java-matrix-library/" rel="nofollow">efficient-java-matrix-library (EJML)</a></strong> library?
  Any code snippet most welcome. Thanks!</p>