Numerix v0.4.2 Numerix.Correlation

Statistical correlation functions between two vectors.

Summary

Functions

Calculates the Pearson correlation coefficient between two vectors

Calculates the weighted Pearson correlation coefficient between two vectors

Functions

pearson(vector1, vector2)
pearson([number], [number]) :: Numerix.Common.maybe_float

Calculates the Pearson correlation coefficient between two vectors.

pearson(vector1, vector2, weights)
pearson([number], [number], [number]) :: Numerix.Common.maybe_float

Calculates the weighted Pearson correlation coefficient between two vectors.