CorrelationDistance

CorrelationDistance[u, v] gives the correlation coefficient distance between vectors u and v.

Examples

Compute correlation distance:

CorrelationDistance[{1, 2, 3}, {4, 5, 6}]
(* 0 *)

Uncorrelated vectors:

CorrelationDistance[{1, 0, -1}, {1, 2, 1}]
(* 1 *)

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