Correlation Coefficient

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Correlation coefficient is standardized angular separation by centering the coordinates to its mean value. The value is between -1 and +1. It measures similarity rather than distance or dissimilarity.

Formula , where and

For example:

Point A has coordinate (0, 3, 4, 5) and point B has coordinate (7, 6, 3, -1).

The mean value of each object is and

The correlation coefficient between point A and B is

Using MS Excel function CORREL (A, B) gives the same answer as manual computation above.

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Preferable reference for this tutorial is

Teknomo, Kardi. Similarity Measurement. http:\\people.revoledu.com\kardi\ tutorial\Similarity\