return the correlation between two quantities-with-error - Maple Help

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ScientificErrorAnalysis[GetCorrelation] - return the correlation between two quantities-with-error

Calling Sequence

GetCorrelation( obj1, obj2 )

Parameters

obj1

-

quantity-with-error

obj2

-

quantity-with-error

Description

• 

The GetCorrelation( obj1, obj2 ) command returns the correlation coefficient between the quantities-with-error obj1 and obj2.

• 

The returned correlation is in the range 1..1.

  

If obj1 and obj2 are the same, 1 is returned.

  

If no correlation is defined between obj1 and obj2 (with SetCorrelation), 0 is returned.

• 

If either or both of the quantities-with-error obj1 and obj2 have functional dependence on other quantities-with-error, Covariance is used to calculate their relative covariance, which is then converted to the correlation coefficient.

  

The relationship between the covariance uy1,y2 and correlation ry1,y2 is

ry1,y2=uy1,y2uy1uy2

  

where uy1 and uy2 are the errors in y1 and y2.

Examples

withScientificConstants:

withScientificErrorAnalysis:

GetCorrelationConstanth,ConstantR

0.010

(1)

See Also

combine/errors, ScientificConstants, ScientificConstants[Constant], ScientificErrorAnalysis, ScientificErrorAnalysis and ScientificConstants, ScientificErrorAnalysis[Covariance], ScientificErrorAnalysis[SetCorrelation], ScientificErrorAnalysis[Variance]


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