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.

DetailsDetails

ExamplesExamplesopen allclose all

Basic Examples  (3)Basic Examples  (3)

Correlation between two vectors:

In[1]:=
Click for copyable input
Out[1]=

Real values:

In[2]:=
Click for copyable input
Out[2]=

Correlation matrix for a matrix:

In[1]:=
Click for copyable input
Out[1]=

Real values:

In[2]:=
Click for copyable input
Out[2]=

Correlation matrix for two matrices:

In[1]:=
Click for copyable input
Out[1]//MatrixForm=

Real values:

In[2]:=
Click for copyable input
Out[2]=
Introduced in 2007
(6.0)
| Updated in 2010
(8.0)