# 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:

The Pyramid Match Kernel is a flexible technique for estimating a normalized correspondence strength between multidimensional point sets. It is analogous to $R^2$ in many ways (symmetric, values in $[0,1]$), and could suit your purposes.