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Home MathPack Vector Methods PearsonCorrCoeff
See also: Correlate, CorrCoeff, PearsonCorrCoeff (SDL_statis), PearsonCorrCoeffColsOfArray 

PearsonCorrCoeff

Unit:SDL_vector
Class: TVector, TIntVector
Declaration: function PearsonCorrCoeff (OtherVec: TVector): double;{ class TVector }
function PearsonCorrCoeff (OtherVec: TIntVector): double;{ class TIntVector }

The function PearsonCorrCoeff calculates Pearson's correlation coefficient of the two series contained the vectors self and OtherVec. If the correlation coefficient cannot be calculated a zero value is returned.

Hint: Please note that the two vectors self and OtherVec have to have the same length. For vectors of unequal lengths the returned value is set to zero.


Last Update: 2023-Feb-06