distr6 (version 1.2.0)

correlation: Distribution Correlation

Description

Correlation of a distribution.

Usage

correlation(object)

Arguments

object

Distribution.

Value

Either '1' if distribution is univariate or the correlation as a numeric or matrix.

R6 Usage

$correlation()

Details

In terms of covariance, the correlation of a distribution is defined by the equation, $${\rho }_{XY}={\sigma }_{XY}/{\sigma }_X{\sigma }_Y$$ where ${\sigma }_{XY}$ is the covariance of X and Y and ${\sigma }_X,{\sigma }_Y$ and the respective standard deviations of X and Y.

If the distribution is univariate then returns $1$.

Calculates correlation analytically from variance. If an analytic expression for variance isn't available, returns error. To impute a numeric expression, use the CoreStatistics decorator.