Pearson Product-Moment Correlation Coefficient

Question

Hi Everyone,

Is there a function I can use in a JSL script that calculates the Pearson Product-Moment Correlation Coefficient?  Basically what I am looking for is RSQ() function in Excel but for JSL?

I know that it's calculated in the Multivariate platform, but I'd actually like to use a function instead.

Thanks, Natalie

ian_jmp · Answer

. . . and in JMP 13 you could use data table subscripting:

Names Default To Here( 1 );
dt = Open( "$SAMPLE_DATA/Big Class.jmp" );
Print(Correlation(dt[0,4]||dt[0,5]));

Phil_Kay · Answer

Hi Natalie,

There is the matrix function, Correlation().

Names Default To Here( 1 );
Correlation( [1 3 5, 3 2 6, 5 6 1] );

You would need to first create a matrix from your data, if it is not already a matrix. You could potentially do that with Get As Matrix():

Names Default To Here( 1 );
dt = Open( "$SAMPLE_DATA/Big Class.jmp" );
m = dt << Get As Matrix();
Show( m );
x = dt << GetAsMatrix( {4, 5} );
Show( x );

Maybe there is a simpler way that does not involve matrices.

Regards,

Phil