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# Correlation

### Syntax

```
public static double Correlation(this double[] x, double[] y, int n)public double Correlation(double[] x, double[] y, int n)```

### Parameter Description

 x Array of double values (first data series) y Array of double values (second data series) n Correlation lookback period

### Description

Calculates Pearson Correlation. Uses code from ALGLIB project.

### Example

The following example demonstrates how well correlated were CMO and RSI:

Example using C# extension methods:

```
using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;namespace WealthLab.Strategies
{
public class CorrelationDemo : WealthScript
{
protected override void Execute()
{
//	How well correlated were CMO and RSI? 			int n = Bars.Count;
double[] x = new double[n];
double[] y = new double[n];
RSI rsi = RSI.Series( Close, 20 );
CMO cmo = CMO.Series( Close, 20 );

for(int bar = 0; bar < Bars.Count; bar++)
{
x[bar] = rsi[bar];
y[bar] = cmo[bar];
}

DrawLabel( PricePane, "Correlation: " + x.Correlation( y, n ) );
}
}
}
```

Legacy syntax example:

```
using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;
using Community.Components; // Correlation herenamespace WealthLab.Strategies
{
public class CorrelationDemo : WealthScript
{
protected override void Execute()
{
//	How well correlated were CMO and RSI? 			int n = Bars.Count;
double[] x = new double[n];
double[] y = new double[n];
RSI rsi = RSI.Series( Close, 20 );
CMO cmo = CMO.Series( Close, 20 );

for(int bar = 0; bar < Bars.Count; bar++)
{
x[bar] = rsi[bar];
y[bar] = cmo[bar];
}

Calculate calc = new Calculate(this); // pass WealthScript
DrawLabel( PricePane, "Correlation: " + calc.Correlation( x, y, n ) );
}
}
}
```
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