TA-Lib : Technical Analysis Library

Timeseries.Correl Method 

Calculate Pearson's R correlation between two time series.

[Visual Basic]
Shared Public Function Correl( _ 
   ByVal seriesA As Timeseries, _ 
   ByVal seriesB As Timeseries _ 
) As Double
[C#]
public static double Correl(
   Timeseries seriesA,
   Timeseries seriesB
);
[C++]
public: static double Correl(
   Timeseries* seriesA,
   Timeseries* seriesB
);
[JScript]
public static function Correl(
   Timeseries seriesA,
   Timeseries seriesB
): double;

Parameters

seriesA
is a timeseries.
seriesB
is a timeseries.

Return Value

See Also

Timeseries Class | TA.Lib Namespace