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correlation concept

DefinitionThe cosine of two centred columns, between minus one and one, unchanged by shifting or rescaling either. Its distance lives on the quotient that discards shift and scale. Chapter 0 section 0.6. Also correlat.
ExampleColumns (1, 2, 3) and (2, 4, 6) have correlation 1, and (1, 2, 3) and (3, 2, 1) have correlation minus 1.
BookData Mining as Observation, draft 0.2, commit f3914f0; entry id correlation, kind concept.
Statusno ledger row names this entry. Corrections: none recorded.
Defining equationnone
Assumptions and scope
  • The cosine of two centred columns. It lies between minus one and one, is one for a column against itself, is symmetric, and is unchanged by shifting or positively rescaling either column, so correlation distance lives on the quotient that discards shift and scale.
  • Rank correlations read the order and discard the values, and a read distortion that correlates with a downstream ranking at 0.80 is a control and not a complete rank statistic, NEG-9.
Prior artnone recorded
Evidencelean/DataMiningAsObservation/Correlation.lean
Reviewednot yet reviewed; generated 2026-09-10 from records at the commits on the provenance page.
x − meany − meanθ
The cosine of two centred columns.

Equation

none

Conditions

Conditions are curated in entries.toml rather than read from a record.

Ledger

none

First stated

Pearson, 1895, as chapter 0 section 0.6 and chapter 3 section 3.1 of Data Mining as Observation read it, with the radius-against-degree correlation in the-angular-observer/README.md:135-139.

Measurements

Where the book states it Numbers, as the book’s sources table records them Source
chapter 3 section 3.3 radius against degree correlation 0.92 to 0.99 the-angular-observer/README.md:135-139

Failures and corrections

none

Invariance envelope

none declared

Machine checked

lean/DataMiningAsObservation/Correlation.lean, theorems abs_corr_le_one, corr_self, cosine_comm, corr_comm, center_shift, center_smul, corr_shift, corr_smul, at observation-data-mining f3914f0; what the check covers is stated in the book’s appendix C.

Used in

Data Mining as Observation primer S, chapters 0, 1, 2, 3, 4, 6, 7, 8, 9, 10, 11, 12, 13, 14.

Related

cosine; Spearman correlation; Kendall correlation; covariance matrix; quotient.

See also

Book equations stated beside the entry’s terms, not defining it: 0.1, 3.1, 0.18.

Ledger rows that cite the entry’s records without naming it: NEG-9.

Sources-table rows that share a record with the entry without naming it: chapter 6 section 6.4, chapter 8 section 8.5.

Status

Generated 2026-09-10 by encyclopedia/generate.py; book at observation-data-mining f3914f0; the commit of every record is listed in the encyclopedia’s provenance.

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