Class | Description |
---|---|
CorrelationMatrix |
The correlation matrix of n random variables X1, ...,
Xn is the n × n matrix whose i,j entry is
corr(Xi, Xj), the correlation between
X1 and Xn.
|
KendallRankCorrelation |
The Kendall rank correlation coefficient, commonly referred to as Kendall's tau (τ)
coefficient, is a statistic used to measure the association between two measured quantities.
|
SpearmanRankCorrelation |
Spearman's rank correlation coefficient or Spearman's rho is a non-parametric measure of
statistical dependence between two variables.
|
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