Correlation

Correlation[v1,v2]

gives the correlation between the vectors v1 and v2.

Correlation[m]

gives the correlation matrix for the matrix m.

Correlation[m1,m2]

gives the correlation matrix for the matrices m1 and m2.

Correlation[dist]

gives the correlation matrix for the multivariate symbolic distribution dist.

Correlation[dist,i,j]

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

Details

Examples

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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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Scope  (12)

Applications  (3)

Properties & Relations  (7)

See Also

Covariance  AbsoluteCorrelation  CorrelationFunction  Variance  CentralMoment  Expectation  CorrelationTest

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