public class PearsonCorrelation
extends Object
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.
|
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.
|
static Matrix |
computeCorrelationMatrixFromCovariance(Matrix covarianceMatrix)
Compute the Pearson correlation matrix from the covariance matrix.
|
static double |
computeCorrelationWithMatrixImpl(RDD<Object> x,
RDD<Object> y) |
public static double computeCorrelation(RDD<Object> x, RDD<Object> y)
x
- (undocumented)y
- (undocumented)public static Matrix computeCorrelationMatrix(RDD<Vector> X)
X
- (undocumented)public static Matrix computeCorrelationMatrixFromCovariance(Matrix covarianceMatrix)
covarianceMatrix
- (undocumented)