Return Pearson productmoment correlation coefficients.
The relationship between the correlation coefficient matrix, R, and the covariance matrix, C, is
The values of R are between 1 and 1, inclusive.
Parameters: 


Returns:  The correlation coefficient matrix of the variables. 
Examples
y = [29.81,30.04,41.7,43.71,28.75,37.73,52.25,32.41,25.67,28.17,25.71,36.05,37.62,34.28,38.82,40.15,35.69,28.36,39.56,52.56,54.14,50.76,39.35,43.16]
x = [51.6,46,64.3,83.4,65.9,49.5,88.6,101.4,55.9,41.8,33.4,57.3,66.5,40.5,72.3,70,83.3,65.8,63.1,83.4,102,94,77,77]
r = corrcoef(x, y)
print r
y1 = array(x) * 2
r1 = corrcoef(x, y1)
print r1
Output:
>>> run script...
array([[1.0, 0.7007980346679688]
[0.7007980346679688, 1.0]])
array([[1.0, 1.0]
[1.0, 1.0]])