Excel correl() function with java?

Question

I need a clone of excel correl() function in java, I found apache math commons library that has some functions in org.apache.commons.math.stat.correlation package, but not sure if they are the same, some docs says that excel correl() function is very similar to PEARSON() excel function but not quite the same, anybody familiar with this?

Thanks in advance, Mika

Answer 1

In Excel 2003 and later, CORREL and PEARSON are implemented similarly and should always give the same results. This means you can use the Commons Math PearsonsCorrelation class to obtain the same functionality.