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updated almost 2 years ago

Weighted Kendall Rank Correlation Matrix by Francesco Pozzi

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 12 years ago

nancorrcoef by Denis Gilbert

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

nancorrcoef(x,y)

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