Stats.RankCorrelation Method

Definition

Namespace: Extreme.Statistics
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23

Overload List

RankCorrelation(Double[], Double[]) Gets the Spearman rank correlation coefficient between two sets of values.
RankCorrelation(Vector<Double>, Vector<Double>) Gets the Spearman rank correlation coefficient between two sets of values.

RankCorrelation(Double[], Double[])

Gets the Spearman rank correlation coefficient between two sets of values.
C# 
public static double RankCorrelation(
	double[] data1,
	double[] data2
)

Parameters

data1  Double[]
A Double array.
data2  Double[]
A Double array.

Return Value

Double
The correlation between the two sets of values.

Exceptions

ArgumentNullExceptiondata1 is null.

-or-

data2 is null.

DimensionMismatchException The length of data1 does not equal the length of data2.

RankCorrelation(Vector<Double>, Vector<Double>)

Gets the Spearman rank correlation coefficient between two sets of values.
C# 
public static double RankCorrelation(
	this Vector<double> data1,
	Vector<double> data2
)

Parameters

data1  Vector<Double>
A Double array.
data2  Vector<Double>
A Double array.

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<Double>. 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

ArgumentNullExceptiondata1 is null.

-or-

data2 is null.

DimensionMismatchException The length of data1 does not equal the length of data2.

See Also