Calcul.io

corr

Try it yourself:

$1	corr([2, 4, 6, 8],[1, 2, 3, 6])
$2	corr(matrix([[1, 2.2, 3, 4.8, 5], [1, 2, 3, 4, 5]]), matrix([[4, 5.3, 6.6, 7, 8], [1, 2, 3, 4, 5]]))