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.
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