Correlation coefficient
The quick measure calculates the Pearson correlation coefficient between two measures within the category.
NAME:
Correlation coefficient
DESCRIPTION:
Calculate the Pearson correlation...
Very handy addition.
Are there, however, plans to add a measure/some other output feature that will also report on the uncertainty of the Correlation Coefficient calculated for a given series pair (i.e. implementing Fisher's z-transformation and evaluating the confidence interval at difference levels that the user chooses, or just a standard set of levels like 80%, 90 % and 95%)
The risk is that people could state (and frequently do state) correlation coefficients for insufficiently sized samples and derive insights that are actually attributable to noise etc.
Thanks for the awesome work! :smileyvery-happy: