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ScientificErrorAnalysis[GetCorrelation] - return the correlation between two quantities-with-error
Calling Sequence
GetCorrelation( obj1, obj2 )
Parameters
obj1
-
quantity-with-error
obj2
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
See Also
combine/errors, ScientificConstants, ScientificConstants[Constant], ScientificErrorAnalysis, ScientificErrorAnalysis and ScientificConstants, ScientificErrorAnalysis[Covariance], ScientificErrorAnalysis[SetCorrelation], ScientificErrorAnalysis[Variance]
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