Computes Pearson correlation coefficient (PCC).
where is the Pearson correlation coefficient for vectors x
and y
,
is the covariance of x
and y
, and
and are the standard deviations of x
and y
.
Vectors x
and y
must be the same size.
Impure wrapper function for f_sts_trend_core
.
Type | Intent | Optional | Attributes | Name | ||
---|---|---|---|---|---|---|
real(kind=wp), | intent(in) | :: | x(:) |
x vector (assumed size array) |
||
real(kind=wp), | intent(in) | :: | y(:) |
y vector (assumed size array) |
Pearson correlation coefficient