TA-Lib : Technical Analysis Library

Timeseries.CorrelValue Method 

Return the Pearson correlation between the first two default variables.

[Visual Basic]
Public Function CorrelValue() As Double
[C#]
public double CorrelValue();
[C++]
public: double CorrelValue();
[JScript]
public function CorrelValue(): double;

Return Value

is the pearson-r correlation.

See Also

Timeseries Class | TA.Lib Namespace