Documentation API of the 'org.apache.commons.math3.stat.correlation.PearsonsCorrelation' Java class

Class PearsonsCorrelation

  • public class PearsonsCorrelationextends Object
    Computes Pearson's product-moment correlation coefficients for pairs of arrays or columns of a matrix.

    The constructors that take RealMatrix or double[][] arguments generate correlation matrices. The columns of the input matrices are assumed to represent variable values. Correlations are given by the formula

    cor(X, Y) = Σ[(xi - E(X))(yi - E(Y))] / [(n - 1)s(X)s(Y)] where E(X) is the mean of X, E(Y) is the mean of the Y values and s(X), s(Y) are standard deviations.

    To compute the correlation coefficient for a single pair of arrays, use PearsonsCorrelation() to construct an instance with no data and then correlation(double[], double[]). Correlation matrices can also be computed directly from an instance with no data using computeCorrelationMatrix(double[][]). In order to use getCorrelationMatrix(), getCorrelationPValues(), or getCorrelationStandardErrors(); however, one of the constructors supplying data or a covariance matrix must be used to create the instance.

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