Machine Learning Correlation Operations in Javascript

Correlation

Let X1, X2 and X3 be the three different vectors and each one has 6 samples.
Find the correlations between the variable vectors: X1 and X2, X1 and X3, X2 and X3 using correlation coefficient approach.

The sample values of three vectors are given as
X1 = {2.5, 3.6, 1.2, 0.8, 4.0, 3.4}
X2 = {1.2, 1.0, 1.8, 0.9, 3.0, 2.2}
X3 = {8.0, 15.0, 12.0, 6.0, 8.0, 10.0}

Equations

If your data is given in (x,y) pairs, then compute the following quantities:

S_xx = ∑x² - (∑x)²/n
S_yy = ∑y² - (∑y)²/n
S_xy = ∑xy - (∑x)(∑y)/n
ρ_x,y = S_xy/√(S_xxS_yy)

where

S_xx is the standard deviation of x
S_yy is the standard deviation of y
S_xy is the covariance between x and y
ρ_x,y is the correlation coefficient between x and y

Correlation between X1 and X2

X1 = {2.5, 3.6, 1.2, 0.8, 4.0, 3.4}
X2 = {1.2, 1.0, 1.8, 0.9, 3.0, 2.2}

Correlation between X1 and X3

X1 = {2.5, 3.6, 1.2, 0.8, 4.0, 3.4}
X3 = {8.0, 15.0, 12.0, 6.0, 8.0, 10.0}

Correlation between X2 and X3

X2 = {1.2, 1.0, 1.8, 0.9, 3.0, 2.2}
X3 = {8.0, 15.0, 12.0, 6.0, 8.0, 10.0}