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SeriesTCorrelation Method

Computes the Pearson correlation between two series.

Namespace: Austra.Library
Assembly: Austra.Library (in Austra.Library.dll) Version: 2.5.0+44e7797405725ef3cf24b3ff0eba94ce6c649601
Syntax
C#
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public double Correlation(
	Series<T> other
)

Parameters

other  SeriesT
Second series.

Return Value

Double
The covariance divided by the standard deviations.
See Also