public class PearsonCorrelation extends Object implements Correlation, Logging
Definition of Pearson correlation can be found at http://en.wikipedia.org/wiki/Pearson_product-moment_correlation_coefficient
Constructor and Description |
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PearsonCorrelation() |
Modifier and Type | Method and Description |
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static double |
computeCorrelation(RDD<Object> x,
RDD<Object> y)
Compute the Pearson correlation for two datasets.
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static Matrix |
computeCorrelationMatrix(RDD<Vector> X)
Compute the Pearson correlation matrix S, for the input matrix, where S(i, j) is the
correlation between column i and j.
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static Matrix |
computeCorrelationMatrixFromCovariance(Matrix covarianceMatrix)
Compute the Pearson correlation matrix from the covariance matrix.
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equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
computeCorrelation, computeCorrelationMatrix, computeCorrelationWithMatrixImpl
initializeIfNecessary, initializeLogging, isTraceEnabled, log_, log, logDebug, logDebug, logError, logError, logInfo, logInfo, logName, logTrace, logTrace, logWarning, logWarning
public static double computeCorrelation(RDD<Object> x, RDD<Object> y)
public static Matrix computeCorrelationMatrix(RDD<Vector> X)