Correlation

Correlation[v1,v2]
gives the correlation between the vectors and .

Correlation[m]
gives the correlation matrix for the matrix m.

Correlation[m1,m2]
gives the correlation matrix for the matrices and .

Correlation[dist]
gives the correlation matrix for the multivariate symbolic distribution dist.

Correlation[dist,i,j]
gives the ^(th) correlation for the multivariate symbolic distribution dist.

DetailsDetails

ExamplesExamplesopen allclose all

Basic Examples  (3)Basic Examples  (3)

Correlation between two vectors:

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Real values:

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Correlation matrix for a matrix:

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Real values:

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Correlation matrix for two matrices:

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Real values:

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Introduced in 2007
(6.0)
| Updated in 2010
(8.0)