pub fn correlation<T>(x: &ArrayView1<'_, T>, y: &ArrayView1<'_, T>) -> Twhere
T: Float,Expand description
Computes the Pearson correlation coefficient between two vectors x and y.
The Pearson correlation coefficient is defined as:
..math:: r = 1 - \frac{\sum (x_i - \mu_x) \cdot (y_i - \mu_y)}{\sqrt{\sum (x_i - \mu_x)^2} \cdot \sqrt{\sum (y_i - \mu_y)^2}}
§Arguments
x- A 1D array representing the first vector.y- A 1D array representing the second vector.
§Returns
The Pearson correlation coefficient between the vectors x and y. A value of 1.0 means the vectors are perfectly correlated,
and a value of 0.0 means no correlation.