Skip to main content

Correlation_n

Computes the Pearson's correlation coefficient for a set of bivariate data taken from a sample, X and Y and multiplies by a factor.

cn(X,Y)=nn-1ρX,Y

where ρX,Y is the correlation coefficient.

Syntax

correlation_n(Statistics_data, Statistics_data)

Description

Given two data samples XX and YY, computes the correlation coefficient ρX,Y\rho_{X,Y} multiplied by a factor.

statistics.correlation_n.calc.png