Get Correlation - Maple Help
For the best experience, we recommend viewing online help using Google Chrome or Microsoft Edge.

Online Help

All Products    Maple    MapleSim


ScientificErrorAnalysis

  

GetCorrelation

  

return the correlation between two quantities-with-error

 

Calling Sequence

Parameters

Description

Examples

Calling Sequence

GetCorrelation( obj1, obj2 )

Parameters

obj1

-

quantity-with-error

obj2

-

quantity-with-error

Description

• 

The GetCorrelation( obj1, obj2 ) command returns the correlation coefficient between the quantities-with-error obj1 and obj2.

• 

The returned correlation is in the range −1..1.

  

If obj1 and obj2 are the same, 1 is returned.

  

If no correlation is defined between obj1 and obj2 (with SetCorrelation), 0 is returned.

• 

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.

  

The relationship between the covariance uy1,y2 and correlation ry1,y2 is

ry1,y2=uy1,y2uy1uy2

  

where uy1 and uy2 are the errors in y1 and y2.

Examples

withScientificConstants:

withScientificErrorAnalysis:

GetCorrelationConstanth,ConstantR

−0.010

(1)

See Also

combine/errors

ScientificConstants

ScientificConstants[Constant]

ScientificErrorAnalysis

ScientificErrorAnalysis and ScientificConstants

ScientificErrorAnalysis[Covariance]

ScientificErrorAnalysis[SetCorrelation]

ScientificErrorAnalysis[Variance]