ScientificErrorAnalysis
GetCorrelation
return the correlation between two quantities-with-error
Calling Sequence
Parameters
Description
Examples
GetCorrelation( obj1, obj2 )
obj1
-
quantity-with-error
obj2
The GetCorrelation( obj1, obj2 ) command returns the correlation coefficient between the quantities-with-error obj1 and obj2.
The returned correlation is in the range −1..1.
If obj1 and obj2 are the same, 1 is returned.
If no correlation is defined between obj1 and obj2 (with SetCorrelation), 0 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 uy1,y2 and correlation ry1,y2 is
ry1,y2=uy1,y2uy1uy2
where uy1 and uy2 are the errors in y1 and y2.
withScientificConstants:
withScientificErrorAnalysis:
GetCorrelationConstanth,ConstantR
−0.010
See Also
combine/errors
ScientificConstants
ScientificConstants[Constant]
ScientificErrorAnalysis and ScientificConstants
ScientificErrorAnalysis[Covariance]
ScientificErrorAnalysis[SetCorrelation]
ScientificErrorAnalysis[Variance]
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