Thank you very much for the response, but I'm not sure of the details. This
is not my area, and have not had much luck finding the information at the
library.
r = [n*sum(xi*yi) - sum(xi)*sum(yi)] / sqrt{[n*sum(xi^2) -
sum(xi)^2][n*sum(yi^2) - sum(yi)^2]}
The conjugates would be used on just the square terms, or all the product
terms? What is the 1_2 inner product? How should the complex result be
interpreted--what exactly is the meaning?
| >Can the linear correlation coefficient equation (Pearson's) be used for
| >calculating the correlation coefficient of complex variables by
substituting
| >complex math? If so, the resultant will be a complex variable--what will
be
| >the meanings of the components?
|
| It does have meaning, if one is careful to use conjugates
| in the right places. It is the l_2 inner product, divided
| by the product of the norms.
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