Cross-platform library of original mathematical functions - MetaTrader 5 Library | MT5 EA Download - MetaTrader 5 Resources
The library description format is taken from the Standard Mathematics article. library , compatible with this library.
Mathematical Correlation Pearson
This function calculates the Pearson correlation coefficient for each point in the original sequence while making appropriate comparisons with the given pattern.
Boolean Math Correlation Pearson( const double &signal[], // [in] Array constant double & pattern[], // [in] Pattern for calculating Pearson coefficient double &Corr[]); // [out] Array containing the Pearson coefficient value
Correspondence table of statistical functions in R
| No. | Calculated value | MQL5 functions | R function |
|---|---|---|---|
| 1 | Calculate the Pearson correlation coefficient array. | Boolean Math Correlation Pearson( const double &signal[], const double &pattern[], double &Corr[]); | - |
Examples of operation and performance measurements compared to alternative implementations are available in Script\fxsaber\Math\TestStatBenchmark.mq5 .
Attachment download
📎 math_to_mql4.mqh (0.39 KB)
📎 dejavu.mqh (10.28 KB)
📎 math.mqh (0.51 KB)
📎 teststatbenchmark.mq5 (3.92 KB)
Source: MQL5 #17982
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