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
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.