Function Correlation-From-Summaries

Part of:

package cl-mathstats
( correlation-from-summaries < n > < x > < x2 > < y > < y2 > < xy > )

Computes the correlation of two variables given summary statistics of the
variables. All of these arguments are summed over the variable: x&#39; is the sum<br> of the x&#39;s, x2' is the sum of the squares of the x's, and xy&#39; is the sum of<br> the cross-products, which is also known as the inner product of the variables x<br> and y. Of course, n' is the number of data values in each variable.