Package dev.nm.stat.descriptive.correlation

Class Summary Class Description CorrelationMatrix The correlation matrix of n random variables X_{1}, ..., X_{n} is the n × n matrix whose i,j entry is corr(X_{i}, X_{j}), the correlation between X_{1} and X_{n}.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 nonparametric measure of statistical dependence between two variables.