Calculate the covariance in Python.

covariance.py

#Provided that x and y have the same length.
import numpy as np
def covariance(x, y):
    N = len(x)
    x_bar = np.mean(x)
    y_bar = np.mean(y)
    deviation_mean_x = [x_i - x_bar for x_i in x]
    deviation_mean_y = [y_i - y_bar for y_i in y]
    return np.dot(deviation_mean_x, deviation_mean_y) / N