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From: =?ISO-8859-1?Q?Hans-Bernhard_Br=F6ker?= <HBBroeker@t-online.de>
Newsgroups: comp.graphics.apps.gnuplot
Subject: Re: Correlation coefficient
Date: Mon, 13 Jun 2011 16:04:31 +0200
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On 13.06.2011 15:22, David Marçal wrote:

> The correlation coefficient (R^2) is the Pearson's correlation
> coefficient!

Of what?  Since it didn't occur to you to specify that, I'll assume you 
mean the simplest use, which would be the number derived directly from x 
and y distributions:

	r_xy = Sum((x-<x>)(y-<y>))/sqrt(Sum((x-<x>)^2)*Sum((y-<y)^2))

> The output of gnuplot is something like this:
>
> correlation matrix of the fit parameters:
>
>                    a           b
> a               1.000
> b              -0.784  1.000
>
> So, in a fit linear, my R^2 would be 0.784? This would be my
> Perason correlation coefficient, is this correct?

Not really.  The above is the correlation coefficient between a and b, 
not between the x and y columns of your data.