weighted correlation in Q?

https://learninghub.kx.com/forums/topic/weighted-correlation-in-q

I know there is a correlation function in Q. https://code.kx.com/q/ref/cor/

Is there a "weighted correlation"?

 

There is no inbuilt weighted correlation, but you can easily implement Pearson Weighted Correlation as follows
wcov: {[x;y;w] w wavg (x-w wavg x)*y-w wavg y} // weighted covariance
wcor: {[x;y;w] wcov[x;y;w]%sqrt wcov[x;x;w]*wcov[y;y;w]} // weighted correlation

-Ajay