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Correlation

Correlation

Correlation

(OP)
This might be a very simple question. I want to know if ANY relatation exists at all between two arrays. A correlation I read determines only if a linear relationship exists. Please correct me if I am wrong about this. I can plot the data in excel and try all the fitting functions and check the R^2 value. But I am sure there are other methods for this. Online search suggests solutions such as copula, correlation ratio etc but I could not find an example of how to implement it. Any help is useful. Thanks


Joe
 

RE: Correlation

AT the level at which I work the usual trick is to transform x2 so that it is a linear function of x1, and then apply the normal (sorry) statistics to the transformed x2 values

I don't think one exists for the general case where x2=f(x1) and f could be almost anything.

The reason I say that is things like the equation for a circle, where there clearly is a correlation, but no trend.

However I will happily admit that I am out of my depth.

 

Cheers

Greg Locock

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