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Calling Sequence
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Correlation(X, Y, numeric_option, inert_option)
Correlation(A, B, numeric_option)
Correlation(M, numeric_option)
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Parameters
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Description
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The Correlation function computes the correlation of two data samples or the correlation of multiple data samples in a Matrix.
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If the option inert is not included or is specified to be inert=false, then the function will return the actual value of the result. If inert or inert=true is specified, then the function will return the formula of evaluating the actual value.
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Computation
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By default, all computations involving random variables are performed symbolically (see option numeric below).
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If there are floating point values or the option numeric is included, then the computation is done in floating point. Otherwise the computation is exact.
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By default, the correlation is computed according to the rules mentioned above. To always compute the correlation numerically, specify the numeric or numeric = true option.
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Examples
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If the computation contains floating point values or the numeric option is included, then a floating point value will be returned.
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Compute the correlation between two random variables.
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Use the inert option.
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References
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Stuart, Alan, and Ord, Keith. Kendall's Advanced Theory of Statistics. 6th ed. London: Edward Arnold, 1998. Vol. 1: Distribution Theory.
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Compatibility
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The Student[Statistics][Correlation] command was introduced in Maple 18.
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