"""
pearson_correlation(x, y)
Find the pearson correlation between two variables.
# Example:
julia> PearsonCorrelation([12,11,16,17,19,21],[11,51,66,72,12,15])
-0.2092706263573845
Contribution by: [Aru Bhardwaj](https://github.com/arubhardwaj)
"""
function pearson_correlation(x, y)
mean_x = sum(x) / length(x)
mean_y = sum(y) / length(y)
XY = (x .- mean_x) .* (y .- mean_y)
XXs = sum((x .- mean_x) .* (x .- mean_x))
YYs = sum((y .- mean_y) .* (y .- mean_y))
return (sum(XY) / (sqrt(XXs .* YYs)))
end