statistics-0.16.2.1: A library of statistical types, data, and functions

Safe Haskell | None
Language | Haskell2010

Statistics.Correlation

Contents

- Pearson correlation
- Spearman correlation

Description

Synopsis

- pearson :: (Vector v (Double, Double), Vector v Double) => v (Double, Double) -> Double
- pearsonMatByRow :: Matrix -> Matrix
- 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
- spearmanMatByRow :: Matrix -> Matrix

# Pearson correlation

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

Pearson correlation for sample of pairs. Exactly same as `correlation`

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