Correlation of two arrays in C#

Question

Having two arrays of double values, I want to compute correlation coefficient (single double value, just like the CORREL function in MS Excel). Is there some simple one-line

Answer 1

Math.NET Numerics is a well-documented math library that contains a Correlation class. It calculates Pearson and Spearman ranked correlations: http://numerics.mathdotnet.com/api/MathNet.Numerics.Statistics/Correlation.htm

The library is available under the very liberal MIT/X11 license. Using it to calculate a correlation coefficient is as easy as follows:

using MathNet.Numerics.Statistics;

...

correlation = Correlation.Pearson(arrayOfValues1, arrayOfValues2);

Good luck!