Rascal/Libraries/analysis/statistics/Correlation

Name Rascal/Libraries/analysis/statistics/Correlation

Synopsis Correlation between data values.

Details covariance PearsonsCorrelation PearsonsCorrelationPValues PearsonsCorrelationStandardErrors SpearmansCorrelation

Description Compute the correlation

between pairs of data values. Correlation measures the statistical relationship between two sets of data.

The following functions are provided:

covariance: Covariance of data values.

PearsonsCorrelation: Pearson product-moment correlation coefficient.

PearsonsCorrelationPValues: P-values (significance) associated with Pearson correlation.

PearsonsCorrelationStandardErrors: Standard errors associated with Pearson correlation.

SpearmansCorrelation: Spearman's rank correlation coefficient.

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