PearsonCorrelationCoefficient

Pearson Correlation Coefficient

Pearson correlation coefficient[1]

In statistics, the Pearson correlation coefficient, is a measure of the linear correlation between two variables X and Y. It has a value between +1 and -1, where 1 is total positive linear correlation, 0 is no linear correlation, and -1 is total negative linear correlation.

Rule of Thumb for Interpreting the Size of a Correlation Coefficient[2]

Size of Correlation	Interpretation
.90 to 1.00 (−.90 to −1.00)	Very high positive (negative) correlation
.70 to .90 (−.70 to −.90)	High positive (negative) correlation
.50 to .70 (−.50 to −.70)	Moderate positive (negative) correlation
.30 to .50 (−.30 to −.50)	Low positive (negative) correlation
.00 to .30 (.00 to −.30)	negligible correlation

Features and tools

• C++ Language
  • C++ Containers library
  • C++ Standard library header
  • Visual Studio 2017
• JavaScript
  • Node.js v10.14.0

Other informations

• Author de Freitas, P.C.P

• Read more

References

[1]Pearson correlation coefficient, wikipedia, https://en.wikipedia.org/wiki/Pearson_correlation_coefficient

[2]Hinkle DE, Wiersma W, Jurs SG. Applied Statistics for the Behavioral Sciences. 5th ed.Boston: Houghton Mifflin; 2003.