correlation.hpp File Reference

#include "genesis/utils/core/algorithm.hpp"
#include "genesis/utils/math/common.hpp"
#include "genesis/utils/math/ranking.hpp"
#include <algorithm>
#include <cassert>
#include <cmath>
#include <cstddef>
#include <cstdint>
#include <functional>
#include <limits>
#include <stdexcept>
#include <string>
#include <utility>
#include <vector>

Go to the source code of this file.

Namespaces
	genesis
	Container namespace for all symbols of genesis in order to keep them separate when used as a library.
	genesis::utils

Enumerations
enum	KendallsTauMethod { kTauA, kTauB, kTauC }
	Method for computing Kendall's Tau. More...

Functions
double	fisher_transformation (double correlation_coefficient)
	Apply Fisher z-transformation to a correlation coefficient. More...
std::vector< double >	fisher_transformation (std::vector< double > const &correlation_coefficients)
	Apply Fisher z-transformation to a vector of correlation coefficients. More...
template<class InputIteratorA , class InputIteratorB >
double	kendalls_tau_correlation_coefficient (InputIteratorA first_a, InputIteratorA last_a, InputIteratorB first_b, InputIteratorB last_b, KendallsTauMethod method=KendallsTauMethod::kTauB)
double	kendalls_tau_correlation_coefficient (std::vector< double > const &x, std::vector< double > const &y, KendallsTauMethod method=KendallsTauMethod::kTauB)
	Compute Kendall's Tau Correlation Coefficient. More...
double	kendalls_tau_correlation_coefficient_naive (std::vector< double > const &x, std::vector< double > const &y, KendallsTauMethod method=KendallsTauMethod::kTauB)
	Compute a simple version of Kendall's Tau Correlation Coefficient. More...
template<class ForwardIteratorA , class ForwardIteratorB >
double	pearson_correlation_coefficient (ForwardIteratorA first_a, ForwardIteratorA last_a, ForwardIteratorB first_b, ForwardIteratorB last_b)
	Calculate the Pearson Correlation Coefficient between two ranges of double. More...
double	pearson_correlation_coefficient (std::vector< double > const &vec_a, std::vector< double > const &vec_b)
	Calculate the Pearson Correlation Coefficient between the entries of two vectors. More...
template<class RandomAccessIteratorA , class RandomAccessIteratorB >
double	spearmans_rank_correlation_coefficient (RandomAccessIteratorA first_a, RandomAccessIteratorA last_a, RandomAccessIteratorB first_b, RandomAccessIteratorB last_b)
	Calculate Spearman's Rank Correlation Coefficient between two ranges of double. More...
double	spearmans_rank_correlation_coefficient (std::vector< double > const &vec_a, std::vector< double > const &vec_b)
	Calculate Spearman's Rank Correlation Coefficient between the entries of two vectors. More...