CorrelationDistance
CorrelationDistance[u,v]
gives the correlation coefficient distance between vectors u and v.
Examples
open allclose allBasic Examples (2)
Scope (2)
Properties & Relations (3)
Correlation distance includes a dot product scaled by norms:
Correlation distance includes a dot product scaled by Euclidean distances from the mean:
CorrelationDistance is equivalent to CosineDistance of vectors shifted by their means:
Text
Wolfram Research (2007), CorrelationDistance, Wolfram Language function, https://reference.wolfram.com/language/ref/CorrelationDistance.html.
CMS
Wolfram Language. 2007. "CorrelationDistance." Wolfram Language & System Documentation Center. Wolfram Research. https://reference.wolfram.com/language/ref/CorrelationDistance.html.
APA
Wolfram Language. (2007). CorrelationDistance. Wolfram Language & System Documentation Center. Retrieved from https://reference.wolfram.com/language/ref/CorrelationDistance.html