corr

Syntax: corr(x, y)

Calculates the Pearson correlation coefficient: Σ((x - x̅)(y - y̅)) / sqrt(Σ((x - x̅)^2) * Σ((y - y̅)^2)).

note

This function uses a numerically unstable algorithm. If you need numerical stability in calculations, use the corrStable function. It works slower but provides a lower computational error.