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.
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a and b are identical, which means they have maximum correlation. |
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a and b are perfectly mirrored, which means they have the maximum negative correlation. |
See also:
