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