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A function that can be used in Formulas.
correlation (u#, v#)
u# and v#.
The vectors u# and v# have to have equal numbers of elements.
If N is the number of elements of both u and v,
| mu = (1/N) ∑i=1N ui |
| mv = (1/N) ∑i=1N vi |
| ssqu = ∑i=1N (ui − mu)2 |
| ssqv = ∑i=1N (vi − mv)2 |
correlation (u, v) = ∑i=1N (ui − mu) · (vi − mv) / √(ssqu · ssqv) |
© Paul Boersma 2023