cor
Correlation
x cor y cor[x;y]
Where x an d y are conforming numeric lists returns their correlation as a float in the range -1f to 1f.
Perfectly correlated data results in a 1 or -1. When one variable increases as the other increases the correlation is positive; when one decreases as the other increases it is negative.
Completely uncorrelated arguments return 0f.
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 neg 1 3 9
-1f
q)1000101000b cor 0010011001b
-0.08908708
cor is an aggregate function, equivalent to {cov[x;y]%dev[x]*dev y}.
Domain and range
Applies to all non-temporal numerics.