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NPStat  5.10.0
spearmansRho.hh File Reference

Spearman's rank correlation coefficient (Spearman's rho) More...

#include <vector>
#include "npstat/stat/spearmansRho.icc"

Go to the source code of this file.

Namespaces

 npstat
 

Functions

template<class Point >
double npstat::sampleSpearmansRho (const std::vector< Point > &data, unsigned firstDim, unsigned secondDim)
 
template<class Array >
double npstat::spearmansRhoFromCopula (const Array &copula)
 
template<class Array >
double npstat::spearmansRhoFromCopulaDensity (const Array &copulaDensity)
 

Detailed Description

Spearman's rank correlation coefficient (Spearman's rho)

Calculation of the Spearman's rho measure of association of two variables. Here, rho can be estimated either from a sample of points or from an empirical copula.

Author: I. Volobouev

April 2012