Correlation coefficient between two arrays of 2D points?

I have two arrays of 2D points and I need to estimate their correlation. What formula should I use?

Example of arrays:

X:((1,5),(2,5),(1,7),(4,1)),

Y:((3,4),(1,6),(4,6),(4,3)).

Answer

The Pyramid Match Kernel is a flexible technique for estimating a normalized correspondence strength between multidimensional point sets. It is analogous to R2 in many ways (symmetric, values in [0,1]), and could suit your purposes.

Attribution
Source : Link , Question Author : Dmytro Savochkin , Answer Author : GeoMatt22

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