Accord.Tests.Statistics.ToolsTest.CorrelationTest C# (CSharp) Method

        public void CorrelationTest()
        {
            // http://www.solvemymath.com/online_math_calculator/statistics/descriptive/correlation.php

            double[,] matrix = new double[,]
            {
                { 4.0, 2.0, 0.60 },
                { 4.2, 2.1, 0.59 },
                { 3.9, 2.0, 0.58 },
                { 4.3, 2.1, 0.62 },
                { 4.1, 2.2, 0.63 }
            };


            double[,] expected = new double[,]
            {
                { 1.000000, 0.5669467, 0.533745 },
                { 0.566946, 1.0000000, 0.778127 },
                { 0.533745, 0.7781271, 1.000000 }
            };


            double[,] actual = Measures.Correlation(matrix);

            Assert.IsTrue(Matrix.IsEqual(expected, actual, 0.001));

        }