Correlation of a distribution.

correlation(object)

## Arguments

object Distribution.

## Value

Either '1' if distribution is univariate or the correlation as a numeric or matrix.

## Details

In terms of covariance, the correlation of a distribution is defined by the equation, $$\rho_{XY} = \sigma_{XY}/\sigma_X\sigma_Y$$ where $$\sigma_{XY}$$ is the covariance of X and Y and $$\sigma_X, \sigma_Y$$ and the respective standard deviations of X and Y.

If the distribution is univariate then returns $$1$$.

Calculates correlation analytically from variance. If an analytic expression for variance isn't available, returns error. To impute a numeric expression, use the CoreStatistics decorator.

\$correlation()