IStatistics.Correl

Fore Syntax

Correl(A1: Array; A2: Array): Double;

Fore.NET Syntax

Correl(A1: System.Array; A2: System.Array): double;

Parameters

A1. First data series.

A2. Second data series.

Description

The Correl method returns correlation coefficient between two series.

Comments

Correlation coefficient is used to determine if there is a relationship between two properties.

For correct calculation the A1 and A2 series:

Should have equal number of points.
Should be non-constant.

Fore Example

To execute the example, add a link to the Stat system assembly.

Sub UserProc;
Var
    st: Statistics;
    d0: Double;
    y, x: Array Of Double;
Begin
    y := New Double[10];
    y[00] := 1.6; y[05] := 2.1;
    y[01] := 1.7; y[06] := 2.2;
    y[02] := 1.8; y[07] := 2.3;
    y[03] := 1.9; y[08] := 2.4;
    y[04] := 2; y[09] := 2.8;
    x := New Double[10];
    x[00] := 2; x[05] := 6;
    x[01] := 4; x[06] := 15;
    x[02] := 2; x[07] := 17;
    x[03] := 5; x[08] := 14;
    x[04] := 12; x[09] := 3;
    st := New Statistics.Create;
    d0 := st.Correl(y, x);
    Debug.WriteLine("Correlation coefficient: " + d0.ToString);
End Sub UserProc;

After executing the example the console window displays correlation coefficient value.

Fore.NET Example

The requirements and result of the Fore.NET example execution match with those in the Fore example.

Imports Prognoz.Platform.Interop.Stat;
…
Public Shared Sub Main(Params: StartParams);
Var
    st: Statistics;
    d0: Double;
    y, x: Array Of Double;
Begin
    y := New Double[10];
    y[00] := 1.6; y[05] := 2.1;
    y[01] := 1.7; y[06] := 2.2;
    y[02] := 1.8; y[07] := 2.3;
    y[03] := 1.9; y[08] := 2.4;
    y[04] := 2; y[09] := 2.8;
    x := New Double[10];
    x[00] := 2; x[05] := 6;
    x[01] := 4; x[06] := 15;
    x[02] := 2; x[07] := 17;
    x[03] := 5; x[08] := 14;
    x[04] := 12; x[09] := 3;
    st := New Statistics.Create();
    d0 := st.Correl(y, x);
    System.Diagnostics.Debug.WriteLine("Correlation coefficient: " + d0.ToString());
End Sub;