statistics-0.16.3.0: A library of statistical types, data, and functions
Safe HaskellSafe-Inferred
LanguageHaskell2010

Statistics.Correlation

Description

 
Synopsis

Pearson correlation

pearson :: Vector v (Double, Double) => v (Double, Double) -> Double Source #

Pearson correlation for sample of pairs. Exactly same as correlation

pearson2 :: Vector v Double => v Double -> v Double -> Double Source #

Pearson correlation for sample of pairs. Exactly same as correlation

pearsonMatByRow :: Matrix -> Matrix Source #

Compute pairwise Pearson correlation between rows of a matrix

Spearman correlation

spearman :: (Ord a, Ord b, Vector v a, Vector v b, Vector v (a, b), Vector v Int, Vector v (Int, a), Vector v (Int, b)) => v (a, b) -> Double Source #

Compute Spearman correlation between two samples

spearman2 :: (Ord a, Ord b, Vector v a, Vector v b, Vector v Int, Vector v (Int, a), Vector v (Int, b)) => v a -> v b -> Double Source #

Compute Spearman correlation between two samples. Samples must have same length.

spearmanMatByRow :: Matrix -> Matrix Source #

compute pairwise Spearman correlation between rows of a matrix