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DescriptiveStatisticsCorrelation Method (IEnumerableDouble, IEnumerableDouble, Boolean)
Returns correlation between values in containers. The containers must have the same size. http://en.wikipedia.org/wiki/Correlation_and_dependence

Namespace:  FinMath.Statistics
Assembly:  FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
Syntax
C#
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public static double Correlation(
	this IEnumerable<double> data,
	IEnumerable<double> other,
	bool checkForAbnormals = false
)

Parameters

data
Type: System.Collections.GenericIEnumerableDouble
Reference to a container object.
other
Type: System.Collections.GenericIEnumerableDouble
Another container to calculate statistics.
checkForAbnormals (Optional)
Type: SystemBoolean
Check is array contains NaN values and properly process them.

Return Value

Type: Double
The correlation.

Usage Note

In Visual Basic and C#, you can call this method as an instance method on any object of type IEnumerableDouble. When you use instance method syntax to call this method, omit the first parameter. For more information, see Extension Methods (Visual Basic) or Extension Methods (C# Programming Guide).
See Also