x cor y,
x an d
y are conforming numeric lists returns their correlation as a floating point number in the range
1f. Applies to all numeric data types and signals an error with temporal types, char and sym.
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)select price cor size by sym from trade
cor is an aggregate function.
Perfectly correlated data results in a
-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