How to Calculate a Correlation Between Two Sets of Values?

A correlation is a statistical measure of a relationship between two variables. It is a concept that is taught at the undergraduate level, or maybe even earlier. To successfully start a data science career, you should definitely be aware of what correlation means, how it is calculated and how to interpret it. It is present in almost every machine learning algorithm and it inevitably comes up in any in-depth data analysis. The Internet is overflowing with false statistics that misinterpret the correlation coefficient and become funny memes. There is even a book about it, called “Spurious Correlations” by Tyler Vigen.