correlation Function

public pure function correlation(x, y) result(rst)

Computes the sample correlation coefficient (an estimate to the population Pearson correlation) as follows.

$$r_{xy} = \frac{cov(x, y)}{s_{x} s_{y}}$$ .

Where, $s_{x}$ & $s_{y}$ are the sample standard deviations of x and y respectively.

Arguments

Type	Intent	Optional	Attributes		Name
real(kind=real64),	intent(in),		dimension(:)	::	x	The first N-element data set.
real(kind=real64),	intent(in),		dimension(size(x))	::	y	The second N-element data set.

Return Value real(kind=real64)

Correlation coefficient on [-1, 1]; constant, nonfinite, or undersized data give NaN. Scaled centering avoids overflowing moments.