WeightedCorrelations
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Function Description
Returns an array of 
elements corresponding
to the elements of the matrix, 
, of weighted (Pearson)
correlation coefficients for 
series that are
provided to the function as an array of 
elements, where the
first 
elements correspond to
the terms in the first series, the next elements to the
corresponding terms in the second series etc.
Weighted correlation coefficients given weights 
(for 
), are calculated as:
where
See Weighted
Moments and Cumulants for further details and explanation of terms in this
formula. If the weights are equal then returns the same as MnCorrelations.
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