smile.math.distance

Class CorrelationDistance

java.lang.Object

smile.math.distance.CorrelationDistance

All Implemented Interfaces:

java.io.Serializable, Distance<double[]>

public class CorrelationDistance
extends java.lang.Object
implements Distance<double[]>, java.io.Serializable

Correlation distance is defined as 1 - correlation coefficient.

See Also:

Serialized Form

Constructor Summary

Constructors

Constructor and Description
CorrelationDistance() Constructor.

Method Summary

Modifier and Type	Method and Description
double	d(double[] x, double[] y) Pearson correlation distance between the two arrays of type double.
static double	kendall(double[] x, double[] y) Kendall rank correlation distance between the two arrays of type double.
static double	kendall(float[] x, float[] y) Kendall rank correlation distance between the two arrays of type float.
static double	kendall(int[] x, int[] y) Kendall rank correlation distance between the two arrays of type int.
static double	pearson(double[] x, double[] y) Pearson correlation distance between the two arrays of type double.
static double	pearson(float[] x, float[] y) Pearson correlation distance between the two arrays of type float.
static double	pearson(int[] x, int[] y) Pearson correlation distance between the two arrays of type int.
static double	spearman(double[] x, double[] y) Spearman correlation distance between the two arrays of type double.
static double	spearman(float[] x, float[] y) Spearman correlation distance between the two arrays of type float.
static double	spearman(int[] x, int[] y) Spearman correlation distance between the two arrays of type int.
java.lang.String	toString()

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Constructor Detail

CorrelationDistance

public CorrelationDistance()

Constructor.

Method Detail

toString

public java.lang.String toString()

Overrides:

toString in class java.lang.Object

d

public double d(double[] x,
                double[] y)

Pearson correlation distance between the two arrays of type double.

Specified by:

d in interface Distance<double[]>

pearson

public static double pearson(int[] x,
                             int[] y)

Pearson correlation distance between the two arrays of type int.

pearson

public static double pearson(float[] x,
                             float[] y)

Pearson correlation distance between the two arrays of type float.

pearson

public static double pearson(double[] x,
                             double[] y)

Pearson correlation distance between the two arrays of type double.

spearman

public static double spearman(int[] x,
                              int[] y)

Spearman correlation distance between the two arrays of type int.

spearman

public static double spearman(float[] x,
                              float[] y)

Spearman correlation distance between the two arrays of type float.

spearman

public static double spearman(double[] x,
                              double[] y)

Spearman correlation distance between the two arrays of type double.

kendall

public static double kendall(int[] x,
                             int[] y)

Kendall rank correlation distance between the two arrays of type int.

kendall

public static double kendall(float[] x,
                             float[] y)

Kendall rank correlation distance between the two arrays of type float.

kendall

public static double kendall(double[] x,
                             double[] y)

Kendall rank correlation distance between the two arrays of type double.