title: Correlation of two arrays in C#
body: <p>Having two arrays of double values, I want to compute correlation coefficient (single double value, just like the CORREL function in MS Excel). Is there some simple one-line solution in C#?</p>
  
  <p>I already discovered math lib called Meta Numerics. According to <a href="https://stackoverflow.com/questions/4922670/cross-correlation-code-in-c-sharp">this SO question</a>, it should do the job. <a href="http://www.meta-numerics.net/documentation/html/4a656df1-6c2c-ae16-d211-06bec2e7df8c.htm" rel="noreferrer">Here</a> is docs for Meta Numerics correlation method, which I don't get.</p>
  
  <p>Could pls somebody provide me with simple code snippet or example how to use the library?</p>
  
  <blockquote>
    <p>Note: At the end, I was forced to use one of custom implementations.
    But if someone reading this question knows good, well documented C#
    math library/framework to do this, please don't hesitate and post a link in
    answer.</p>
  </blockquote>