statistics-0.14.0.0: A library of statistical types, data, and functions

Statistics.Correlation

Description

Synopsis

# Pearson correlation

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

Pearson correlation for sample of pairs. Exactly same as correlation

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 Source #

compute spearman correlation between two samples

compute pairwise spearman correlation between rows of a matrix