Fig. 1
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Gnu Octave/Matlab function file to implement weighted total least squares with correlation algorithm. The x input and its standard uncertainty u(x) have the same physical units, and similarly the y output and its standard uncertainty u(y) also have the same physical units, whilst the correlation ρ(x, y) = cov(x, y)/(u(x) × u(y)) is dimensionless.
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