Table Of Contents

Correlation Coefficient (Linear) (G Dataflow)

Version:
    Last Modified: March 15, 2017

    Computes the linear correlation coefficient between two sequences.

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    x

    The first input sequence.

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    y

    The second input sequence.

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    error in

    Error conditions that occur before this node runs.

    The node responds to this input according to standard error behavior.

    Standard Error Behavior

    Many nodes provide an error in input and an error out output so that the node can respond to and communicate errors that occur while code is running. The value of error in specifies whether an error occurred before the node runs. Most nodes respond to values of error in in a standard, predictable way.

    error in does not contain an error error in contains an error
    If no error occurred before the node runs, the node begins execution normally.

    If no error occurs while the node runs, it returns no error. If an error does occur while the node runs, it returns that error information as error out.

    If an error occurred before the node runs, the node does not execute. Instead, it returns the error in value as error out.

    Default: No error

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    correlation coefficient r

    Correlation coefficient between the two input sequences.

    Understanding the Values of This Output

    correlation coefficient r always is in the interval [-1, 1]. The following table explains the meaning of different correlation coefficient r values:

    correlation coefficient r Explanation
    1

    x and y have a complete positive correlation. The data points from x and y lie on a perfectly straight, positively-sloped line.

    -1

    x and y have a complete negative correlation. The data points from x and y lie on a perfectly straight, negatively-sloped line.

    0

    x and y have no correlation.

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    r^2

    Square of the correlation coefficient.

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    error out

    Error information.

    The node produces this output according to standard error behavior.

    Standard Error Behavior

    Many nodes provide an error in input and an error out output so that the node can respond to and communicate errors that occur while code is running. The value of error in specifies whether an error occurred before the node runs. Most nodes respond to values of error in in a standard, predictable way.

    error in does not contain an error error in contains an error
    If no error occurred before the node runs, the node begins execution normally.

    If no error occurs while the node runs, it returns no error. If an error does occur while the node runs, it returns that error information as error out.

    If an error occurred before the node runs, the node does not execute. Instead, it returns the error in value as error out.

    Algorithm for Computing the Linear Correlation Coefficient

    The linear correlation coefficient also is known as the product-moment coefficient of correlation or Pearson's correlation. The following equation describes the linear correlation coefficient:

    r = Σ z x z y n

    where zx and zy are the standardized z-values of x and y. The standardized z-values indicate how many standard deviations x and y are above or below the mean.

    Where This Node Can Run:

    Desktop OS: Windows

    FPGA: This product does not support FPGA devices


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