PearsonCorrelationTest

PearsonCorrelationTest[v1,v2] tests whether the vectors v1 and v2 are linearly independent.

PearsonCorrelationTest[…,"property"] returns the value of "property".

Examples

Test correlation between two vectors:

v1 = {1, 2, 3, 4, 5};
v2 = {2, 4, 5, 4, 5};
PearsonCorrelationTest[v1, v2]
(* True *)

Get the p-value:

PearsonCorrelationTest[v1, v2, "PValue"]
(* 0.0417 *)

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