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updated 16 days ago

Weighted Kendall Rank Correlation Matrix by Liber Eleutherios

Liber Eleutherios

Fast Weighted Kendall Rank Correlation Matrix (much much faster than Matlab CORR) (corrcoef, corr, weighted kendall rank...)

kendalltau(Y, w)

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updated 9 months ago

corrmap correlation coefficients by Chad Greene

Chad Greene

This function returns correlation coefficients along any dimension of an N-dimensional data set. (corrcoef, correlation, cov)



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updated 13 years ago

nancorrcoef by Denis Gilbert

Denis Gilbert

Pearson's correlation for vectors with NaNs (statistics, probability, nan)


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