Correlation - Maple Help
For the best experience, we recommend viewing online help using Google Chrome or Microsoft Edge.

Online Help

Student[Statistics]

  

Correlation

  

compute the correlation

 

Calling Sequence

Parameters

Description

Computation

Examples

References

Compatibility

Calling Sequence

Correlation(X, Y, numeric_option, inert_option)

Correlation(A, B, numeric_option)

Correlation(M, numeric_option)

Parameters

X

-

algebraic; random variable

Y

-

algebraic; random variable

A

-

data sample

B

-

data sample

M

-

Matrix data sample

numeric_option

-

(optional) equation of the form numeric=value where value is true or false

inert_option

-

(optional) equation of the form inert=value where value is true or false

Description

• 

The Correlation function computes the correlation of two data samples or the correlation of multiple data samples in a Matrix.

• 

The first parameter can be a data sample (given as e.g. a Vector), a Matrix data sample, a random variable, or an algebraic expression involving random variables (see Student[Statistics][RandomVariable]).

• 

If the option inert is not included or is specified to be inert=false, then the function will return the actual value of the result. If inert or inert=true is specified, then the function will return the formula of evaluating the actual value.

Computation

• 

By default, all computations involving random variables are performed symbolically (see option numeric below).

• 

If there are floating point values or the option numeric is included, then the computation is done in floating point. Otherwise the computation is exact.

• 

By default, the correlation is computed according to the rules mentioned above. To always compute the correlation numerically, specify the numeric or numeric = true option.

Examples

(1)

(2)

(3)

(4)

If the computation contains floating point values or the numeric option is included, then a floating point value will be returned.

(5)

(6)

Compute the correlation between two random variables.

(7)

(8)

Use the inert option.

(9)

(10)

(11)

(12)

References

  

Stuart, Alan, and Ord, Keith. Kendall's Advanced Theory of Statistics. 6th ed. London: Edward Arnold, 1998. Vol. 1: Distribution Theory.

Compatibility

• 

The Student[Statistics][Correlation] command was introduced in Maple 18.

• 

For more information on Maple 18 changes, see Updates in Maple 18.

See Also

Statistics[Correlation]

Student

Student[Statistics]

Student[Statistics][RandomVariable]

 


Download Help Document