Numerix

v0.6.0

Numerix v0.6.0 Numerix.Correlation View Source

Statistical correlation functions between two vectors.

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Functions

pearson(x, y)

Calculates the Pearson correlation coefficient between two vectors.

pearson(vector1, vector2, weights)

Calculates the weighted Pearson correlation coefficient between two vectors.

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Link to this function

pearson(x, y)

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pearson(Numerix.Common.vector(), Numerix.Common.vector()) ::
  Numerix.Common.maybe_float()

Calculates the Pearson correlation coefficient between two vectors.

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pearson(vector1, vector2, weights)

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pearson(
  Numerix.Common.vector(),
  Numerix.Common.vector(),
  Numerix.Common.vector()
) :: Numerix.Common.maybe_float()

Calculates the weighted Pearson correlation coefficient between two vectors.