Correlation coefficients.
Calculate the correlation coefficients and write them in the Result matrix, assuming matrices X and Y are two variables and all X and Y matrix elements are the observables.
Calculate the correlation coefficients and write them in the Result matrix, assuming the X matrix columns are the variables and rows are the observables.
Calculate the correlation coefficients and write them in the Result matrix, assuming vectors X and Y are two variables and their elements are the observables.
Example 1
Calculate correlation coefficients from Data1 and Data2 representing two variables. Uses MtxExpr, Statistics;
procedure Example;
var Data1, Data2: Vector;
CorrMtx : Matrix;
begin
Data1.SetIt(False,[1,2,3]);
Data2.SetIt(False,[5,5.5,1]);
CorrCoef(Data1,Data2,CorrMtx);
// CorrMtx = [1.00000000, -0.81088485,
// -0.81088485, 1.00000000]
end;
#include "MtxVecCpp.h"
#include "Statistics.hpp"
void __fastcall Example()
{
Vector data1,data2;
Matrix corr;
data1->SetIt(false,OPENARRAY(double,(1,2,3)));
data2->SetIt(false,OPENARRAY(double,(5,5.5,1.0)));
CorrCoeff(data1,data2,corr);
// corr = [1.00000000, -0.81088485,
// -0.81088485, 1.00000000]
}
using Dew.Math;
using Dew.Stats.Units;
namespace Dew.Examples
{
private void Example()
{
Vector data1 = new Vector(0);
Vector data2 = new Vector(0);
Matrix corr = new Matrix(0,0);
data1.SetIt(false, new double[] {1,2,3});
data2.SetIt(false, new double[] {5, 5.5, 1.0} );
Statistics.CorrCoeff(data1,data2,corr);
// corr = [1.00000000, -0.81088485,
// -0.81088485, 1.00000000]
}
}