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Correlation Class

A class with correlation measures between two datasets.
Inheritance Hierarchy
SystemObject
  Altaxo.Calc.StatisticsCorrelation

Namespace: Altaxo.Calc.Statistics
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3179.0 (4.8.3179.0)
Syntax
C#
public static class Correlation

The Correlation type exposes the following members.

Methods
 NameDescription
Public methodStatic memberAuto(Double) Auto-correlation function (ACF) based on FFT for all possible lags k.
Public methodStatic memberAuto(Double, Int32) Auto-correlation function based on FFT for lags k.
Public methodStatic memberAuto(Double, Int32, Int32) Auto-correlation function (ACF) based on FFT for lags between kMin and kMax.
Public methodStatic memberPearson Computes the Pearson Product-Moment Correlation coefficient.
Public methodStatic memberPearsonMatrix(Double) Computes the Pearson Product-Moment Correlation matrix.
Public methodStatic memberPearsonMatrix(IEnumerableDouble) Computes the Pearson Product-Moment Correlation matrix.
Public methodStatic memberSpearman Computes the Spearman Ranked Correlation coefficient.
Public methodStatic memberSpearmanMatrix(Double) Computes the Spearman Ranked Correlation matrix.
Public methodStatic memberSpearmanMatrix(IEnumerableDouble) Computes the Spearman Ranked Correlation matrix.
Public methodStatic memberWeightedPearson Computes the Weighted Pearson Product-Moment Correlation coefficient.
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See Also