# correl

correlation of two variables

## Calling Sequence

    rho=correl(x, y [, fre])

## Arguments

x

  real or complex vector.

y

  real or complex vector.

fre

  matrix of type length(x) x length(y). (Optional)

## Description

`correl(x,y)` or `correl(x,y, fre)` computes the correlation of two variables `x` and `y`.

If you use correl(x,y), `x` and `y` must be the same size (size(x, "*") must be equal to size(y, "*")).

`fre` is a matrix of dimensions length(x) x length(y). In `fre`, the element of indices (i,j) corresponds to the value or number or frequencies of x_i&y_j.

## References

Wonacott, T.H. & Wonacott, R.J.; Introductory Statistics, J.Wiley & Sons, 1990.

## Examples

            // correl(x, y)
            x = [2.5 7.5 12.5 17.5];
            y = [6.3 7.1 8.2 9.4];
            r = correl(x, y)

            // correl(x, y, fre)
            h=[0 1 2]
            fre=[.03 .12 .07;.02 .13 .11;.01 .13 .14;.01 .09 .14]
            rho=correl(x,h,fre)

## See Also

- covar

## History

5.5.0
Third input argument is now optional.