From 2c83a519b8474c95a496b603ff548846877d7d12 Mon Sep 17 00:00:00 2001
From: Jon Smit <tmp.jbs.st@gmail.com>
Date: Tue, 28 Jun 2016 16:37:12 +0200
Subject: [PATCH] Statistics: Fixed incorrect formula in WeightedPearson that
 could cause the correlation to be greater than 1.

---
 src/Numerics/Statistics/Correlation.cs | 3 +--
 1 file changed, 1 insertion(+), 2 deletions(-)

diff --git a/src/Numerics/Statistics/Correlation.cs b/src/Numerics/Statistics/Correlation.cs
index e2646a2b..fb096fa7 100644
--- a/src/Numerics/Statistics/Correlation.cs
+++ b/src/Numerics/Statistics/Correlation.cs
@@ -146,9 +146,8 @@ namespace MathNet.Numerics.Statistics
                     meanB += rY;
                     varB += sumWeight*deltaY*rY;
 
+                    covariance += deltaX*deltaY*wi*(sumWeight/temp);
                     sumWeight = temp;
-
-                    covariance += deltaX*deltaY*(n - 1)*wi/n;
                 }
                 if (ieB.MoveNext())
                 {