1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
import sampleCovariance from "./sample_covariance";import sampleStandardDeviation from "./sample_standard_deviation";
/** * The [correlation](http://en.wikipedia.org/wiki/Correlation_and_dependence) is * a measure of how correlated two datasets are, between -1 and 1 * * @param {Array<number>} x first input * @param {Array<number>} y second input * @returns {number} sample correlation * @example * sampleCorrelation([1, 2, 3, 4, 5, 6], [2, 2, 3, 4, 5, 60]).toFixed(2); * // => '0.69' */function sampleCorrelation(x, y) {    const cov = sampleCovariance(x, y);    const xstd = sampleStandardDeviation(x);    const ystd = sampleStandardDeviation(y);
    return cov / xstd / ystd;}
export default sampleCorrelation;