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. |