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corrcoef

Function corrcoef 

Source
pub fn corrcoef(
    x: &ArrayView1<'_, f64>,
    y: &ArrayView1<'_, f64>,
) -> Result<Array2<f64>, String>
Expand description

Real 2x2 Pearson correlation matrix for two equal-length samples x/y (a pairwise correlation matrix for two variables is always 2x2, so unlike inv/qr/etc. the size here was never the issue – the value was; this now computes the actual correlation instead of a fixed identity matrix).