Correlation of a distribution.
correlation(object)Distribution.
Either '1' if distribution is univariate or the correlation as a numeric or matrix.
$correlation()
In terms of covariance, the correlation of a distribution is defined by the equation, $$\rho_{XY} = \sigma_{XY}/\sigma_X\sigma_Y$$ where \(\sigma_{XY}\) is the covariance of X and Y and \(\sigma_X, \sigma_Y\) and the respective standard deviations of X and Y.
If the distribution is univariate then returns \(1\).
Calculates correlation analytically from variance. If an analytic expression for variance isn't available,
returns error. To impute a numeric expression, use the CoreStatistics decorator.