cor
Correlation
x cor y cor[x;y]
Where x and y are conforming numeric lists, returns their (Pearson) correlation as a float in the range -1f to 1f. Nulls (along with their pairs) are ignored.
q)29 10 54 cor 1 3 9
0.7727746
q)10 29 54 cor 1 3 9
0.9795734
q)1 3 9 cor 1 3 9
1f
q)1 3 9 cor neg 1 3 9
-1f
q)1 3 1 3 cor 1 1 3 3
0f
q)1 1 1 cor 1 3 9
0n
q)1 3 0N cor 1 3 9 /nulls are ignored
1f
q)1000101000b cor 0010011001b
-0.08908708
cor is an aggregate function, equivalent to {cov[x;y]%dev[x]*dev y}.
cor is a multithreaded primitive.
Domain and range
B G X H I J E F C S P M D Z N U V T
----------------------------------------
B | f . f f f f f f f . f f f f f f f f
G | . . . . . . . . . . . . . . . . . .
X | f . f f f f f f f . f f f f f f f f
H | f . f f f f f f f . f f f f f f f f
I | f . f f f f f f f . f f f f f f f f
J | f . f f f f f f f . f f f f f f f f
E | f . f f f f f f f . f f f f f f f f
F | f . f f f f f f f . f f f f f f f f
C | f . f f f f f f f . f f f f f f f f
S | . . . . . . . . . . . . . . . . . .
P | f . f f f f f f f . f f f f f f f f
M | f . f f f f f f f . f f f f f f f f
D | f . f f f f f f f . f f f f f f f f
Z | f . f f f f f f f . f f f f f f f f
N | f . f f f f f f f . f f f f f f f f
U | f . f f f f f f f . f f f f f f f f
V | f . f f f f f f f . f f f f f f f f
T | f . f f f f f f f . f f f f f f f f
Range: f