DescriptiveStatisticsCorrelationOrDefault Method (Vector, Vector, Double, 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

public static double CorrelationOrDefault(
	this Vector data,
	Vector other,
	double defaultValue = 0,
	bool checkForAbnormals = false
)

data: Type: FinMath.LinearAlgebraVector
Reference to a container object.
other: Type: FinMath.LinearAlgebraVector
Another container to calculate statistics.
defaultValue (Optional): Type: SystemDouble
The default value to return of calculation fail.
checkForAbnormals (Optional): Type: SystemBoolean
Check is array contains NaN values and properly process them.

Type: Double
The correlation.

In Visual Basic and C#, you can call this method as an instance method on any object of type Vector. 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).

DescriptiveStatisticsAddLanguageSpecificTextSet("LSTD5C606AE_0?cpp=::|nu=.");CorrelationOrDefault Method (Vector, Vector, Double, Boolean)