Correlation Class |
public static class Correlation
The Correlation type exposes the following members.
Name | Description | |
---|---|---|
Auto(Double) | Auto-correlation function (ACF) based on FFT for all possible lags k. | |
Auto(Double, Int32) | Auto-correlation function based on FFT for lags k. | |
Auto(Double, Int32, Int32) | Auto-correlation function (ACF) based on FFT for lags between kMin and kMax. | |
Pearson | Computes the Pearson Product-Moment Correlation coefficient. | |
PearsonMatrix(Double) | Computes the Pearson Product-Moment Correlation matrix. | |
PearsonMatrix(IEnumerableDouble) | Computes the Pearson Product-Moment Correlation matrix. | |
Spearman | Computes the Spearman Ranked Correlation coefficient. | |
SpearmanMatrix(Double) | Computes the Spearman Ranked Correlation matrix. | |
SpearmanMatrix(IEnumerableDouble) | Computes the Spearman Ranked Correlation matrix. | |
WeightedPearson | Computes the Weighted Pearson Product-Moment Correlation coefficient. |