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DescriptiveStatistics.CorrelationOrDefault Method (IEnumerable<Int32> , IEnumerable<Int32> , Double)
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#
Copy
public static double CorrelationOrDefault(
	this IEnumerable<int> data,
	IEnumerable<int> other,
	double defaultValue = 0
)

Parameters

data
Type: System.Collections.Generic.IEnumerable<Int32>
Reference to a container object.
other
Type: System.Collections.Generic.IEnumerable<Int32>
Another container to calculate statistics.
defaultValue (Optional)
Type: System.Double
The default value to return of calculation fail.

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 IEnumerable<Int32>. 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