Add tests for Covariance

There were no tests for covariance, only the example.

stat_test.go

@@ -116,6 +116,51 @@ func ExampleCovariance() {
 	// Cov2 is 37.7000, VarX is 37.7000
 }
 
+func TestCovariance(t *testing.T) {
+	for i, test := range []struct {
+		p       []float64
+		q       []float64
+		weights []float64
+		ans     float64
+	}{
+		{
+			p:   []float64{0.75, 0.1, 0.05},
+			q:   []float64{0.5, 0.25, 0.25},
+			ans: 0.05625,
+		},
+		{
+			p:   []float64{1, 2, 3},
+			q:   []float64{2, 4, 6},
+			ans: 2,
+		},
+		{
+			p:   []float64{1, 2, 3},
+			q:   []float64{1, 4, 9},
+			ans: 4,
+		},
+		{
+			p:       []float64{1, 2, 3},
+			q:       []float64{1, 4, 9},
+			weights: []float64{1, 1.5, 1},
+			ans:     3.2,
+		},
+	} {
+		c := Covariance(test.p, Mean(test.p, test.weights), test.q, Mean(test.q, test.weights), test.weights)
+		if math.Abs(c-test.ans) > 1e-14 {
+			t.Errorf("Covariance mismatch case %d: Expected %v, Found %v", i, test.ans, c)
+		}
+	}
+
+	// test the panic states
+	if !Panics(func() { Covariance(make([]float64, 2), 0.0, make([]float64, 3), 0.0, nil) }) {
+		t.Errorf("Covariance did not panic with x, y length mismatch")
+	}
+	if !Panics(func() { Covariance(make([]float64, 3), 0.0, make([]float64, 3), 0.0, make([]float64, 2)) }) {
+		t.Errorf("Covariance did not panic with x, weights length mismatch")
+	}
+
+}
+
 func TestCrossEntropy(t *testing.T) {
 	for i, test := range []struct {
 		p   []float64