Function cor

cor(x: Sample, y: Sample, options?: CovOptions): number
Correlation of two vectors, or correlation matrix of the columns of a matrix (or between the columns of x and y). Equivalent to R's cor(). Pearson correlations are computed in double-double, so they can be slightly more accurate than R's (exactly 1 for perfectly correlated data).
Parameters
- x: Sample
- y: Sample
- Optionaloptions: CovOptions
Returns number
Example
```
cor([1, 2, 3, 4], [2, 4, 5, 9]);                         // 0.9647638212377322
cor([1, 2, 3, 4], [2, 4, 5, 9], { method: "spearman" }); // 1
```
- Defined in descriptive/cov.ts:165
cor(
    x: readonly (readonly number[])[] | Sample,
    y?: readonly (readonly number[])[] | Sample,
    options?: CovOptions,
): number | number[][]
Correlation of two vectors, or correlation matrix of the columns of a matrix (or between the columns of x and y). Equivalent to R's cor(). Pearson correlations are computed in double-double, so they can be slightly more accurate than R's (exactly 1 for perfectly correlated data).
Parameters
- x: readonly (readonly number[])[] | Sample
- Optionaly: readonly (readonly number[])[] | Sample
- Optionaloptions: CovOptions
Returns number | number[][]
Example
```
cor([1, 2, 3, 4], [2, 4, 5, 9]);                         // 0.9647638212377322
cor([1, 2, 3, 4], [2, 4, 5, 9], { method: "spearman" }); // 1
```
- Defined in descriptive/cov.ts:166