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x/simplestatistics/src/sample_correlation.js

simple statistics for node & browser javascript
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import sampleCovariance from "./sample_covariance.js";import sampleStandardDeviation from "./sample_standard_deviation.js";
/** * The [correlation](http://en.wikipedia.org/wiki/Correlation_and_dependence) is * a measure of how correlated two datasets are, between -1 and 1 * * @param {Array<number>} x first input * @param {Array<number>} y second input * @returns {number} sample correlation * @example * sampleCorrelation([1, 2, 3, 4, 5, 6], [2, 2, 3, 4, 5, 60]).toFixed(2); * // => '0.69' */function sampleCorrelation(x, y) { const cov = sampleCovariance(x, y); const xstd = sampleStandardDeviation(x); const ystd = sampleStandardDeviation(y);
return cov / xstd / ystd;}
export default sampleCorrelation;