Ignore:
Timestamp:
Jul 27, 2018, 2:27:02 AM (4 years ago)
Author:
Peter
Message:

add function calculating correlation matrix

File:
1 edited

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  • trunk/yat/statistics/utility.h

    r3550 r3745  
    3636#include "yat/utility/deprecate.h"
    3737#include "yat/utility/iterator_traits.h"
     38#include "yat/utility/Matrix.h"
    3839#include "yat/utility/sort_index.h"
    3940#include "yat/utility/Vector.h"
     
    136137  double cdf_hypergeometric_P(unsigned int k, unsigned int n1,
    137138                              unsigned int n2, unsigned int t);
     139
     140  /**
     141     Calculates the Pearson correlation between each pair of columns.
     142
     143     \return a symmetric matrix with correlations
     144
     145     \since New in yat 0.16
     146   */
     147  utility::Matrix correlation(utility::Matrix x);
    138148
    139149
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