issue_comments: 436784481

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https://github.com/pydata/xarray/issues/1115#issuecomment-436784481 https://api.github.com/repos/pydata/xarray/issues/1115 436784481 MDEyOklzc3VlQ29tbWVudDQzNjc4NDQ4MQ== 5635139 2018-11-07T21:31:12Z 2018-11-07T21:31:18Z MEMBER

For posterity, I made a small adjustment to @shoyer 's draft:

```python

untested!

def covariance(x, y, dim=None): # need to ensure the dim lengths are the same - i.e. no auto-aligning # could use count-1 for sample return xr.dot(x - x.mean(dim), y - y.mean(dim), dims=dim) / x.count(dim)

def correlation(x, y, dim=None): # dim should default to the intersection of x.dims and y.dims return covariance(x, y, dim) / (x.std(dim) * y.std(dim)) ```

 
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