Package org.hipparchus.stat.correlation
Correlations/Covariance computations.
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Class Summary Class Description Covariance Computes covariances for pairs of arrays or columns of a matrix.KendallsCorrelation Implementation of Kendall's Tau-b rank correlation.PearsonsCorrelation Computes Pearson's product-moment correlation coefficients for pairs of arrays or columns of a matrix.SpearmansCorrelation Spearman's rank correlation.StorelessCovariance Covariance implementation that does not require input data to be stored in memory.