added correlation function to statistics

[vrushaket]

This PR adds correlation function to statistics and solves the issue "Correlation function #2624"

[josdejong]

Thanks for your PR! I made a few inline comments, can you have a look at those?

[josdejong]

Thanks @vrushaket , the function looks complete now and well tested.

One last thing: can you please make sure the function names and file names all consistently use "corr" and not "correlation"? I.e. rename correlation.js to corr.js, rename createCorrelation to createCorr, etc.

[vrushaket]

Thanks @vrushaket , the function looks complete now and well tested.

One last thing: can you please make sure the function names and file names all consistently use "corr" and not "correlation"? I.e. rename correlation.js to corr.js, rename createCorrelation to createCorr, etc.

@josdejong as per asked changes, I have renamed correlation.js to corr.js, and createCorrelation to createCorr. Please check.

[josdejong]

Thanks, looks good.

I see one unit test is failing, I think it will be fixed by replacing

math.corr(matrix([[1, 2.2, 3, 4.8, 5], [1, 2, 3, 4, 5]]), matrix([[4, 5.3, 6.6, 7, 8], [1, 2, 3, 4, 5]])) // returns [0.9569941688503644, 1])

with

math.corr(math.matrix([[1, 2.2, 3, 4.8, 5], [1, 2, 3, 4, 5]]), math.matrix([[4, 5.3, 6.6, 7, 8], [1, 2, 3, 4, 5]])) // returns [0.9569941688503644, 1])

Can you try that?

[vrushaket]

Thanks, looks good.

I see one unit test is failing, I think it will be fixed by replacing

math.corr(matrix([[1, 2.2, 3, 4.8, 5], [1, 2, 3, 4, 5]]), matrix([[4, 5.3, 6.6, 7, 8], [1, 2, 3, 4, 5]])) // returns [0.9569941688503644, 1])

with

math.corr(math.matrix([[1, 2.2, 3, 4.8, 5], [1, 2, 3, 4, 5]]), math.matrix([[4, 5.3, 6.6, 7, 8], [1, 2, 3, 4, 5]])) // returns [0.9569941688503644, 1])

Can you try that?

@josdejong I have made the necessary changes to pass the test case to ensure correct output of the function. Please check.

[josdejong]

Thanks, all tests pass now 🎉

[josdejong]

Published now in [email protected]. Thanks again!