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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

    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


Mathematics
Correlation and dependence
Correlation

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