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Correlation

Pearson correlation coefficient (WMA)

Correlation[a, b]

computes Pearson's correlation of two equal-sized vectors a and b.

An example from Wikipedia:

• • Correlation[{10, 8, 13, 9, 11, 14, 6, 4, 12, 7, 5}, {8.04, 6.95, 7.58, 8.81, 8.33, 9.96, 7.24, 4.26, 10.84, 4.82, 5.68}]