pearsonCor

Convenience function for calculating Pearson correlation. When the term correlation is used unqualified, it is usually referring to this quantity. This is a parametric correlation metric and should not be used with extremely ill-behaved data. This function works with any pair of input ranges.

Note: The PearsonCor struct returned by this function is alias this'd to the correlation coefficient. Therefore, the result from this function can be treated simply as a floating point number.

References: Computing Higher-Order Moments Online. http://people.xiph.org/~tterribe/notes/homs.html

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