Clojure for Data Science

Pearson's correlation

Pearson's correlation is often given the variable name r and is calculated in the following way, where dx_i and dy_i are calculated as before:

Since the standard deviations are constant values for the variables X and Y the equation can be simplified to the following, where σ_x and σ_y are the standard deviations of X and Y respectively:

This is sometimes referred to as Pearson's product-moment correlation coefficient or simply just the correlation coefficient and is usually denoted by the letter r.

We have previously written functions ...