/// <summary>A Vector extension method that correlations.</summary>
/// <param name="x">The x to act on.</param>
/// <param name="y">The Vector to process.</param>
/// <returns>A double.</returns>
public static double Correlation(this Vector x, Vector y)
{
var s = x.StdDev() * y.StdDev();
if (s == 0)
{
return(double.NaN);
}
return(x.Covariance(y) / s);
}
