There is a good comment on Wikipedia, see http://en.wikipedia.org/wiki/Correlation explaining why *some formulas are notorious for [their] numerical instability*.
The formula I would recommend is the standard calculation: rxy = SUM [(Xi - Xmean) * (Yi -Y mean)] / [(n-1)*Sx*Sy] To increase the accuracy even further, one can: - [sort Xi and Yi, when calculating the means -- see my previous posts] - calculate first the values: (Xi - Xmean) * (Yi -Y mean) - sort this values (as their absolute value) in ascending order - calculate the sum - calculate r Kind regards, Leonard Mada P.S. appended Test Case
Calc-Test-Sheet-CORREL.ods
Description: application/vnd.oasis.opendocument.spreadsheet
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