Stats.Correlation Method

Definition

Namespace: Numerics.NET.Statistics
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.4

Overload List

Correlation<T>(ValueTuple<Vector<T>, Vector<T>>)	Gets the Pearson correlation coefficient between two sets of values.
Correlation<T>(Vector<T>, Vector<T>)	Gets the Pearson correlation coefficient between two sets of values.
Correlation<T>(T[], T[], Boolean)	Gets the Pearson correlation coefficient between two arrays.
Correlation<T>(ReadOnlySpan<T>, ReadOnlySpan<T>, Boolean)	Gets the Pearson correlation coefficient between two arrays.

Correlation<T>(ValueTuple<Vector<T>, Vector<T>>)

Gets the Pearson correlation coefficient between two sets of values.

public static double Correlation<T>(
	this (Vector<T> , Vector<T> ) values
)

Visual Basic

<ExtensionAttribute>
Public Shared Function Correlation(Of T) ( 
	values As ( As Vector(Of T),  As Vector(Of T))
) As Double

C++/CLI

public:
[ExtensionAttribute]
generic<typename T>
static double Correlation(
	ValueTuple<Vector<T>^, Vector<T>^> values
)

[<ExtensionAttribute>]
static member Correlation : 
        values : ValueTuple<Vector<'T>, Vector<'T>> -> float

Parameters

values ValueTuple<Vector<T>, Vector<T>>: A tuple of two numerical vectors.

Type Parameters

T: The type of the elements of values.

Return Value

Double
The correlation between the two sets of values.

Usage Note

In Visual Basic and C#, you can call this method as an instance method on any object of type ValueTuple<Vector<T>, Vector<T>>. When you use instance method syntax to call this method, omit the first parameter. For more information, see Extension Methods (Visual Basic) or Extension Methods (C# Programming Guide).

Exceptions

ArgumentNullException	One of the vectors in values is null.
DimensionMismatchException	The two vectors in values do not have the same length.

Correlation<T>(Vector<T>, Vector<T>)

Gets the Pearson correlation coefficient between two sets of values.

public static double Correlation<T>(
	this Vector<T> values1,
	Vector<T> values2
)

Visual Basic

<ExtensionAttribute>
Public Shared Function Correlation(Of T) ( 
	values1 As Vector(Of T),
	values2 As Vector(Of T)
) As Double

C++/CLI

public:
[ExtensionAttribute]
generic<typename T>
static double Correlation(
	Vector<T>^ values1, 
	Vector<T>^ values2
)

[<ExtensionAttribute>]
static member Correlation : 
        values1 : Vector<'T> * 
        values2 : Vector<'T> -> float

Parameters

values1 Vector<T>: A numerical vector.
values2 Vector<T>: A numerical vector.

Type Parameters

T: The type of the elements of values1 and values2.

Return Value

Double
The correlation between the two sets of values.

Usage Note

In Visual Basic and C#, you can call this method as an instance method on any object of type Vector<T>. When you use instance method syntax to call this method, omit the first parameter. For more information, see Extension Methods (Visual Basic) or Extension Methods (C# Programming Guide).

Exceptions

ArgumentNullException

values1 is null.

-or-

values2 is null.

DimensionMismatchException

The length of values1 does not equal the length of values2.

Correlation<T>(T[], T[], Boolean)

Gets the Pearson correlation coefficient between two arrays.

public static double Correlation<T>(
	this T[] values1,
	T[] values2,
	bool skipMissingValues = false
)

Visual Basic

<ExtensionAttribute>
Public Shared Function Correlation(Of T) ( 
	values1 As T(),
	values2 As T(),
	Optional skipMissingValues As Boolean = false
) As Double

C++/CLI

public:
[ExtensionAttribute]
generic<typename T>
static double Correlation(
	array<T>^ values1, 
	array<T>^ values2, 
	bool skipMissingValues = false
)

[<ExtensionAttribute>]
static member Correlation : 
        values1 : 'T[] * 
        values2 : 'T[] * 
        ?skipMissingValues : bool 
(* Defaults:
        let _skipMissingValues = defaultArg skipMissingValues false
*)
-> float

Parameters

values1 T[]: A numerical vector.
values2 T[]: A numerical vector.
skipMissingValues Boolean (Optional): Optional. Specifies whether missing values should be excluded from the calculation. The default is false.

Type Parameters

T: The type of the elements of values1 and values2.

Return Value

Double
The correlation between values1 and values2.

Usage Note

In Visual Basic and C#, you can call this method as an instance method on any object of type T[]. When you use instance method syntax to call this method, omit the first parameter. For more information, see Extension Methods (Visual Basic) or Extension Methods (C# Programming Guide).

Exceptions

ArgumentNullException

values1 is null.

-or-

values2 is null.

DimensionMismatchException

The length of values1 does not equal the length of values2.

Correlation<T>(ReadOnlySpan<T>, ReadOnlySpan<T>, Boolean)

Gets the Pearson correlation coefficient between two arrays.

public static double Correlation<T>(
	this ReadOnlySpan<T> values1,
	ReadOnlySpan<T> values2,
	bool skipMissingValues
)

Visual Basic

<ExtensionAttribute>
Public Shared Function Correlation(Of T) ( 
	values1 As ReadOnlySpan(Of T),
	values2 As ReadOnlySpan(Of T),
	skipMissingValues As Boolean
) As Double

C++/CLI

public:
[ExtensionAttribute]
generic<typename T>
static double Correlation(
	ReadOnlySpan<T> values1, 
	ReadOnlySpan<T> values2, 
	bool skipMissingValues
)

[<ExtensionAttribute>]
static member Correlation : 
        values1 : ReadOnlySpan<'T> * 
        values2 : ReadOnlySpan<'T> * 
        skipMissingValues : bool -> float

Parameters

values1 ReadOnlySpan<T>: A numerical vector.
values2 ReadOnlySpan<T>: A numerical vector.
skipMissingValues Boolean: Optional. Specifies whether missing values should be excluded from the calculation. The default is false.

Type Parameters

T: The type of the elements of values1 and values2.

Return Value

Double
The correlation between values1 and values2.

Usage Note

In Visual Basic and C#, you can call this method as an instance method on any object of type ReadOnlySpan<T>. When you use instance method syntax to call this method, omit the first parameter. For more information, see Extension Methods (Visual Basic) or Extension Methods (C# Programming Guide).

Exceptions

DimensionMismatchException

The length of values1 does not equal the length of values2.

Stats.Correlation Method

Definition

Overload List

Correlation<T>(ValueTuple<Vector<T>, Vector<T>>)

Parameters

Type Parameters

Return Value

Usage Note

Exceptions

Correlation<T>(Vector<T>, Vector<T>)

Parameters

Type Parameters

Return Value

Usage Note

Exceptions

Correlation<T>(T[], T[], Boolean)

Parameters

Type Parameters

Return Value

Usage Note

Exceptions

Correlation<T>(ReadOnlySpan<T>, ReadOnlySpan<T>, Boolean)

Parameters

Type Parameters

Return Value

Usage Note

Exceptions

See Also

Reference