def _add_observation_to_variances(self, xj, yj):
        """
        Quickly update the variance and co-variance for the addition of one observation.

        See Also
        --------
        _update_variance_in_window : compute variance considering full window
        """
        term1 = (self.window_size + 1.0) / self.window_size * (xj - self._mean_x_in_window)
        self._covariance_in_window += term1 * (yj - self._mean_y_in_window)
        self._variance_in_window += term1 * (xj - self._mean_x_in_window)