Numerix v0.0.4 Numerix.Correlation

Statistical correlation functions between two vectors.

Summary

Types

Something that may be a float

Functions

Calculates the Pearson correlation coefficient between two vectors

Calculates the weighted Pearson correlation coefficient between two vectors

Types

maybe_float :: float | nil

Something that may be a float.

Functions

pearson(vector1, vector2)

Specs

pearson([number], [number]) :: maybe_float

Calculates the Pearson correlation coefficient between two vectors.

pearson(vector1, vector2, weights)

Specs

pearson([number], [number], [number]) :: maybe_float

Calculates the weighted Pearson correlation coefficient between two vectors.