Top Description Classes
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Package org.apache.commons.math3.stat.correlation


Correlations/Covariance computations.

Class Summary

Modifier and TypeClass and Description
public class
Covariance

Computes covariances for pairs of arrays or columns of a matrix.

public class
KendallsCorrelation

Implementation of Kendall's Tau-b rank correlation.

public class
PearsonsCorrelation

Computes Pearson's product-moment correlation coefficients for pairs of arrays or columns of a matrix.

public class
SpearmansCorrelation

Spearman's rank correlation.

pack-priv class
StorelessBivariateCovariance

Bivariate Covariance implementation that does not require input data to be stored in memory.

public class
StorelessCovariance

Covariance implementation that does not require input data to be stored in memory.