def _add_observation_to_variances(self, xj, yj):
term1 = (self.window_size + <NUM_LIT:1.0>) / self.window_size * (xj - self._mean_x_in_window)<EOL>self._covariance_in_window += term1 * (yj - self._mean_y_in_window)<EOL>self._variance_in_window += term1 * (xj - self._mean_x_in_window)<EOL>
Quickly update the variance and co-variance for the addition of one observation.

See Also
--------
_update_variance_in_window : compute variance considering full window