Correlation coefficient from GetCorrelationFactor()

Dear,

I was wondering if GetCorrelationFactor() checks for non-linear correlations, or only linear correlations (Pearson correlation coefficient)? Also, is there way to estimate the correlation function using Root?

thank you!

Hi,

The function GetCorrelationFactor applied to an histogram (TH2 or TH3) estimates the Pearson correlation coefficient, using the histogram statistics

The Correlation function is something that applies for a sequence (e.g. time series) of random variables
x(t) and y(t). We don’t have such a function in ROOT, but you can probably easily implement using what we have in ROOT

Lorenzo