DataLab is a compact statistics package aiming at exploratory data analysis. Please visit the DataLab Web site for more information....


Correlate

Declaration: TMatrix.Correlate (OtherMat: TMatrix): double;
The function Correlate calculates and returns the correlation coefficient of the two matrices self and OtherMat. The two matrices are correlated elementwise.

Hint: Please note that the two matrices self and OtherMat need not be of equal size otherwise an exception will be raised.