Portability | portable |
---|---|

Stability | experimental |

Safe Haskell | None |

Functions for correlation analysis.

- direct :: Window -> Window -> Double
- sketch_naive :: [Window] -> Int -> Window -> Window -> Double
- sketch :: Window -> Window -> Double
- sketch_distance :: Int -> [Double] -> [Double] -> Double
- norm :: Floating a => [a] -> a
- mean :: Fractional a => [a] -> a
- stddev :: [Double] -> Double
- stddev' :: Window -> Double
- len :: Num b => [a] -> b
- dotp :: Num a => [a] -> [a] -> a
- chunks :: Int -> [a] -> [[a]]
- square :: Fractional a => a -> a

# Documentation

direct :: Window -> Window -> DoubleSource

Direct computation of correlation of two windows X and Y.
Resulting value *r* is:

See: http://en.wikipedia.org/wiki/Pearson_product-moment_correlation_coefficient#Definition

Where: X̄ is mean of X, Xi is i-th element of X.

:: [Window] | Random vectors, length of list is |

-> Int | Size of sliding window. |

-> Window | First sliding window. |

-> Window | Second sliding window. |

-> Double |

Naive correlation from sketch distance, using:

sketch distance is computated without incremental update.

Sketch distance based correlation.

Sketch distance.

mean :: Fractional a => [a] -> aSource

square :: Fractional a => a -> aSource