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See also: PearsonCorrCoeff 

CorrTest

Unit: SDL_statis
Class: none
Declaration: function CorrTest (Data1, Data2: TDoubleArray; RefCorr: double; var rxy: double; var pValue: double): integer;

The function CorrTest tests whether the correlation of the two datasets Data1 and Data2 differs significantly from the specified reference correlation RefCorr. The correlation of the two datasets is returned in the variable parameter rxy, the probability that rxy comes from the same population as RefCorr is returned in the variable parameter pValue.

The function returns the following error codes:

 0 ... everything is OK
-1 ... too few data values
-2 ... data arrays do not match in size
-3 ... the reference value is out of range (valid range: -1.0 ... +1.0)

Last Update: 2023-Feb-06