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

If you don't want to use a third party library, you can use the method from this post (posting code here for backup).

public double Correlation(double[] array1, double[] array2)
{
    double[] array_xy = new double[array1.Length];
    double[] array_xp2 = new double[array1.Length];
    double[] array_yp2 = new double[array1.Length];
    for (int i = 0; i < array1.Length; i++)
    array_xy[i] = array1[i] * array2[i];
    for (int i = 0; i < array1.Length; i++)
    array_xp2[i] = Math.Pow(array1[i], 2.0);
    for (int i = 0; i < array1.Length; i++)
    array_yp2[i] = Math.Pow(array2[i], 2.0);
    double sum_x = 0;
    double sum_y = 0;
    foreach (double n in array1)
        sum_x += n;
    foreach (double n in array2)
        sum_y += n;
    double sum_xy = 0;
    foreach (double n in array_xy)
        sum_xy += n;
    double sum_xpow2 = 0;
    foreach (double n in array_xp2)
        sum_xpow2 += n;
    double sum_ypow2 = 0;
    foreach (double n in array_yp2)
        sum_ypow2 += n;
    double Ex2 = Math.Pow(sum_x, 2.00);
    double Ey2 = Math.Pow(sum_y, 2.00);

    return (array1.Length * sum_xy - sum_x * sum_y) /
           Math.Sqrt((array1.Length * sum_xpow2 - Ex2) * (array1.Length * sum_ypow2 - Ey2));
}