statistics-0.16.1.2: A library of statistical types, data, and functions
Safe Haskell None
Language Haskell2010

Statistics.Correlation

Description

Synopsis

Pearson correlation

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

Pearson correlation for sample of pairs. Exactly same as correlation

pearsonMatByRow :: Matrix -> Matrix Source #

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 Source #

compute Spearman correlation between two samples

spearmanMatByRow :: Matrix -> Matrix Source #

compute pairwise Spearman correlation between rows of a matrix