return the correlation between two quantities-with-error
GetCorrelation( obj1, 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 u⁡y1,y2 and correlation r⁡y1,y2 is
where u⁡y1 and u⁡y2 are the errors in y1 and y2.
ScientificErrorAnalysis and ScientificConstants
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