Synopsis Pearson product-moment correlation coefficient.
Function
num PearsonsCorrelation(lrel[num x,num y] values)
Usage
import analysis::statistics::Correlation;
Description Compute the Pearson product-moment correlation coefficient
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It is a measure of the strength of the linear dependence between two variables.
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It is a measure of the strength of the linear dependence between two variables.
Pitfalls Pearson's correlation can only be applied when there is a linear dependence between the two variables.
Use SpearmansCorrelation when there is a monotonous dependence between the two variables.