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updated 1 month ago

Weighted Kendall Rank Correlation Matrix by 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 10 months ago

corrmap correlation coefficients by Chad Greene

Chad Greene (view profile)

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 (view profile)

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


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