theplu::yat::statistics::PearsonCorrelation Class Reference

Class for calculating Pearson correlation. More...

#include <yat/statistics/PearsonCorrelation.h>

Public Member Functions
	PearsonCorrelation (void)
	The default constructor.
virtual	~PearsonCorrelation (void)
	The destructor.
void	add (double value, bool target, double weight=1.0)
double	score (void) const
	correlation More...
double	p_value_one_sided (void) const
double	p_left (void) const
double	p_right (void) const
double	p_value (void) const

Detailed Description

Class for calculating Pearson correlation.

Member Function Documentation

void theplu::yat::statistics::PearsonCorrelation::add	(	double	value,
		bool	target,
		double	weight = 1.0
	)

Adding a data value to PearsonCorrelation.

double theplu::yat::statistics::PearsonCorrelation::p_left

(

void

)

const

Similar to p_right, but returns probability to get observed correlation or less.

Since

New in yat 0.11

double theplu::yat::statistics::PearsonCorrelation::p_right

(

void

)

const

The p-value is the probability of getting a correlation as large (or larger) as the observed value by random chance, when the true correlation is zero (and the data is Gaussian).

P-value is calculated using function pearson_p_value(double, unsigned int) where degrees of freedom is calculated using n(void) in AveragerPairWeighted.

Returns

one-sided p-value

Since

New in yat 0.11

double theplu::yat::statistics::PearsonCorrelation::p_value

(

void

)

const

Claculates the probability to get correlation greater than |r| or less than -|r|.

Returns

two-sided p-value

Since

New in yat 0.11

double theplu::yat::statistics::PearsonCorrelation::p_value_one_sided

(

void

)

const

Deprecated:

Provided for backward compatibility with the 0.10 API. Use p_right(void).

double theplu::yat::statistics::PearsonCorrelation::score

(

void

)

const

correlation

Correlation is calculated as implemented in AveragerPairWeighted

Returns

Pearson correlation.

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The documentation for this class was generated from the following file:

• yat/statistics/PearsonCorrelation.h