For publication and/or presentation purposes, is there a symbol to denote the calculation of a correlation between two vectors?
Obviously, for the value of the correlation is symbolically represented using $\rho$ for Pearson's or Spearman's, and $\tau$ for Kendall's, but what is the appropriate way (if any) to present the calculation without the entire formula?
For instance, if I want to report that I calculated the Pearson's correlation between two vectors, $x$ and $y$, I would image writing it as:
$\rho$ = $x$ (some symbol) $y$
The same way to represent the product of $x$ and $y$ would be written $x$ x $y$, or the sum by $x$ + $y$ or $\Sigma xy$.
Would $\rho$ = $cor(x,y)$ be correct?
Best Answer
The Pearson correlation coefficient is defined as:
$$\rho = \text{corr}(x,y)$$
Like you already mentioned (correlation with two 'r' as far as I know). For using the correlation with a vector it should be simple enough to mark them as vectors. Use the notation from the ISO 80000-2:2009 [1] for this.
Bold italic serif:
$$\rho = \text{corr}(\boldsymbol{x},\boldsymbol{y})$$
Or with vector arrows:
$$\rho = \text{corr}(\vec{x},\vec{y})$$
I guess you are already using one of the notations for your vectors, so take the one you are already using in your paper for keeping your style.