This is documentation for Mathematica 6, which was
based on an earlier version of the Wolfram Language.
View current documentation (Version 11.2)


Correlation[v1, v2]
gives the correlation between the vectors v1 and v2.
gives the correlation matrix for the matrix m.
Correlation[m1, m2]
gives the correlation matrix for the matrices m1 and m2.
  • Correlation[v1, v2] gives Pearson's correlation coefficient between v1 and v2.
  • The lists v1 and v2 must be the same length.
  • For a matrix m with p columns Correlation[m] is a p×p matrix of the covariances between columns of m.
  • For an n×p matrix m1 and an n×q matrix m2 Correlation[m1, m2] is a p×q matrix of the correlations between columns of m1 and columns of m2.
New in 6