Correlation

http://www.functionx.com/vcsharp/applications/lcc.htm

http://alglib.sources.ru/statistics/correlation.php

http://stackoverflow.com/questions/17447817/correlation-of-two-arrays-in-c-sharp

http://numerics.mathdotnet.com/api/MathNet.Numerics.Statistics/Correlation.htm

http://numerics.mathdotnet.com/

https://www.nuget.org/packages/MathNet.Numerics/

http://habrahabr.ru/post/172043/