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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New in 6 | Last modified in 8
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