Investment Studio > Expressions > Functions > Statistical > RSQ

float rsq(float array a, float array b)

Returns the square of the Pearson product moment correlation coefficient (see pearson) of the data sets a and b.

Can be interpreted as the proportion of the variance in a attributable to the variance in b (and vice versa).

Equivalent to sqr(pearson(a, b)). See pearson for details.

See also covar, intercept, linest, pearson, slope, stdev, stdevp, fisher, fisherinv.