Correlation is a common similarity measure when doing hierarchical clustering.

The correlation between two points, a and b, with k dimensions is calculated as:

where

This correlation is called Pearson Product Momentum Correlation, simply referred to as Pearson's correlation or Pearson's r. It ranges from +1 to -1 where +1 is the highest correlation. Complete opposite points have correlation -1.

Correlation type	Description
	a and b are identical, which means they have maximum correlation.
	a and b are perfectly mirrored, which means they have the maximum negative correlation.