Function pearsonCor

Convenience function for calculating Pearson correlation. When the term correlation is used unqualified, it is usually referring to this quantity. This is a parametric correlation metric and should not be used with extremely ill-behaved data. This function works with any pair of input ranges.

PearsonCor pearsonCor(T, U) (
  T input1,
  U input2
)
if (doubleInput!T && doubleInput!U);

Note

The PearsonCor struct returned by this function is alias this'd to the correlation coefficient. Therefore, the result from this function can be treated simply as a floating point number.

References

Computing Higher-Order Moments Online.

http

//people.xiph.org/~tterribe/notes/homs.html