corr {ldsr}

Pearson's correlation

Description

Calculate the Pearson's correlation using the numerically stable formulation (see References). Internal function.

Usage

corr(x, y)

Arguments

x

First variable

y

Second variable

Value

Pearson's correlation

Reference John D. Cook's article at https

//www.johndcook.com/blog/2008/11/05/how-to-calculate-pearson-correlation-accurately/