correlation

correlation

A function that can be used in Formulas.

Syntax and semantics

correlation (u#, v#): compute the correlation between the vectors u# and v#.

The vectors u# and v# have to have equal numbers of elements.

If N is the number of elements of both u and v,

m_u = (1/N) ∑_i=1^N u_i

m_v = (1/N) ∑_i=1^N v_i

ssq_u = ∑_i=1^N (u_i − m_u)²

ssq_v = ∑_i=1^N (v_i − m_v)²

correlation (u, v) = ∑_i=1^N (u_i − m_u) · (v_i − m_v) / √(ssq_u · ssq_v)