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- 2017.05.29 13:57
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The library description format is taken from an articles to the standard math. library, which is compatible with this library.
MathCorrelationPearson
The function calculates the Pearson correlation coefficients for each point of the original series, while making appropriate comparisons with the given Pattern.
bool MathCorrelationPearson( const double &Signal[], // [in] An array for comparing with the pattern const double &Pattern[], // [in] Pattern for calculating the Pearson coefficient double &Corr[] ); // [out] An array with the values of Pearson coefficients
Table of correspondence to the statistical functions in R
| No. | Calculated value | MQL5 Function | R Function |
|---|---|---|---|
| 1 | Calculates an array of Pearson correlation coefficient. | bool MathCorrelationPearson( const double &Signal[], const double &Pattern[], double &Corr[] ); | - |
An example of operation and and performance measurement in comparison with alternative implementations is available in Scripts\fxsaber\Math\TestStatBenchmark.mq5.
Translated from Russian by MetaQuotes Ltd.
Original code: https://www.mql5.com/ru/code/17982
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