TableOfReal: To Correlation

A command that creates a (Pearson) Correlation object from every selected TableOfReal object. The correlations are calculated between columns.

## Algorithm

The linear correlation coefficient rij (also called the product moment correlation coefficient or Pearson's correlation coefficient) between the elements of columns i and j is calculated as:

rij = Σk (xki - x̄i)(xkj - x̄j)/(√ (Σk(xki - x̄i)2) √ (Σk(xkj - x̄j)2)),

where xmn is the element m in column n, and x̄n is the mean of column n.