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PearsonCorrCoeff

Declaration:TVector.PearsonCorrCoeff (OtherVec: TVector): double;
The function PearsonCorrCoeff calculates Pearson's correlation coefficient of the two series contained the vectors self and OtherVec. If the correlation coefficient cannot be calculated a zero value is returned.

Hint: Please note that the two vectors self and OtherVec have to have the same length. For vectors of unequal lengths the returned value is set to zero.