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3.5.2.5 Correl
Contents
Description
This function returns the correlation coefficient between two datasets. Let X and Y be two datasets, then the correlation coefficient between the two is defined as:
\[correl(x,y)=\frac{\sum_{i=1}^{n}(x_i-\bar{x})(y_i-\bar{y}))}{\sqrt{\sum_{i=1}^{n}(x_i-\bar{x})^2\sum_{i=1}^{n}(y_i-\bar{y})^2}}\]
Syntax
double correl(dataset vx, dataset vy)
Parameter
vx
- A dataset, or a range pointing to a single dataset.
vy
- A dataset, or a range pointing to a single dataset.
Return
Returns the correlation coefficient between two datasets vx and vy.
Example
newbook; range aa = 1!1; range bb = 1!2; aa = uniform(32); bb = uniform(32); correlation = correl(aa,bb); correlation = ;