CorrelationDistance

CorrelationDistance[u,v]

gives the correlation coefficient distance between vectors u and v.

Details

Examples

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Basic Examples  (2)

The correlation distance between two vectors:

Correlation distance between numeric vectors:

Scope  (2)

Compute distance between any vectors of equal length:

Compute distance between vectors of any precision:

Applications  (1)

Cluster data using correlation distance:

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:

Introduced in 2007
 (6.0)