pearson()

Description:

Calculate Pearson’s correlation coefficient between two vectors.

Syntax:

pearson(A,B)

Note:

The function calculates the Pearson’s correlation coefficient between vector A and vector B. Default value of B is to(A.len()).

Parameters:

A

A vector

B

A vector

Options:

@r

Enable the calculation of r2, that is, pearson(norm@0(A),norm@0(B))

@a

Equivalent to @a(…;k) that calculates the adjusted r2 with degrees of freedom being k

Return value:

A numeric value

Example:

 

A

 

1

=[3,5,2,8]

 

2

=[4,6,2,4]

 

3

=pearson(A1,A2)

 

4

=pearson@r(A1,A2)

5

=pearson@a(A1,A2;3)

6

=pearson(A1)