statistics-0.13.3.0: A library of statistical types, data, and functions

Safe HaskellNone
LanguageHaskell98

Statistics.Correlation

Contents

Description

 

Synopsis

Pearson correlation

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

Pearson correlation for sample of pairs.

pearsonMatByRow :: Matrix -> Matrix #

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 Double, Vector v (Double, Double), Vector v (Int, a), Vector v (Int, b)) => v (a, b) -> Double #

compute spearman correlation between two samples

spearmanMatByRow :: Matrix -> Matrix #

compute pairwise spearman correlation between rows of a matrix