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ScientificErrorAnalysis[GetCorrelation] - return the correlation between two quantities-with-error
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Calling Sequence
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GetCorrelation( obj1, obj2 )
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Parameters
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obj1
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quantity-with-error
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obj2
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-
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quantity-with-error
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Description
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The GetCorrelation( obj1, obj2 ) command returns the correlation coefficient between the quantities-with-error obj1 and obj2.
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The returned correlation is in the range  .
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If obj1 and obj2 are the same,  is returned.
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If no correlation is defined between obj1 and obj2 (with SetCorrelation),  is returned.
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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.
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The relationship between the covariance ![u(y[1], y[2])](/support/helpjp/helpview.aspx?si=4858/file02752/math87.png) and correlation ![r(y[1], y[2])](/support/helpjp/helpview.aspx?si=4858/file02752/math89.png) is
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![r(y[1], y[2]) = u(y[1], y[2])/(u(y[1])*u(y[2]))](/support/helpjp/helpview.aspx?si=4858/file02752/math95.png)
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