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math.correlation

math.correlation(
   $arg as Array[]
) as Number?

Summary

Returns the Pearson correlation coefficient of a data set. The size of the input array should be 2. The function eliminates all pairs for which either the first element or the second element is empty. After the elimination, if the length of the input is less than 2, the function returns the empty sequence. After the elimination, if the standard deviation of the first column or the standard deviation of the second column is 0, the function returns the empty sequence.

Parameters
$arg The input data set. Each array should contain a pair of values.

Example

var arr = new Array();
for (i=1; i < 11; i++) { 
  var x = new Array();
  var j = 2 * i;
  x.push(i, j);
  arr.push(x); };
math.correlation(arr);

  => 1

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