
A command that creates a (Pearson) Correlation object from every selected TableOfReal object. The correlations are calculated between columns.
The linear correlation coefficient r_{ij} (also called the product moment correlation coefficient or Pearson's correlation coefficient) between the elements of columns i and j is calculated as:
r_{ij} = Σ_{k} (x_{ki}  x̄_{i})(x_{kj}  x̄_{j})/(√ (Σ_{k}(x_{ki}  x̄_{i})^{2}) √ (Σ_{k}(x_{kj}  x̄_{j})^{2})), 
where x_{mn} is the element m in column n, and x̄_{n} is the mean of column n.
© djmw, December 9, 2015