Get Correlation - Maple Help
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ScientificErrorAnalysis

  

GetCorrelation

  

return the correlation between two quantities-with-error

 

Calling Sequence

Parameters

Description

Examples

Calling Sequence

GetCorrelation( obj1, obj2 )

Parameters

obj1

-

quantity-with-error

obj2

-

quantity-with-error

Description

• 

The GetCorrelation( obj1, obj2 ) command returns the correlation coefficient between the quantities-with-error obj1 and obj2.

• 

The returned correlation is in the range .

  

If obj1 and obj2 are the same,  is returned.

  

If no correlation is defined between obj1 and obj2 (with SetCorrelation),  is returned.

• 

If either or both of the quantities-with-error obj1 and obj2 have functional dependence on other quantities-with-error, Covariance is used to calculate their relative covariance, which is then converted to the correlation coefficient.

  

The relationship between the covariance  and correlation  is

  

where  and  are the errors in  and .

Examples

(1)

See Also

combine/errors

ScientificConstants

ScientificConstants[Constant]

ScientificErrorAnalysis

ScientificErrorAnalysis and ScientificConstants

ScientificErrorAnalysis[Covariance]

ScientificErrorAnalysis[SetCorrelation]

ScientificErrorAnalysis[Variance]

 


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