Package org.apache.commons.math4.stat.correlation

Correlations/Covariance computations.
  • Class Summary 
    Class Description
    Covariance
    Computes covariances for pairs of arrays or columns of a matrix.
    KendallsCorrelation
    Implementation of Kendall's Tau-b rank correlation.
    PearsonsCorrelation
    Computes Pearson's product-moment correlation coefficients for pairs of arrays or columns of a matrix.
    SpearmansCorrelation
    Spearman's rank correlation.
    StorelessCovariance
    Covariance implementation that does not require input data to be stored in memory.