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 = Tools.Correlation(matrix); Assert.IsTrue(Matrix.IsEqual(expected, actual, 0.001)); }