diff --git a/src/site/xdoc/userguide/stat.xml b/src/site/xdoc/userguide/stat.xml index 4abbdc499..953e97be7 100644 --- a/src/site/xdoc/userguide/stat.xml +++ b/src/site/xdoc/userguide/stat.xml @@ -543,9 +543,11 @@ new NaturalRanking(NaNStrategy.REMOVED,TiesStrategy.SEQUENTIAL).rank(exampleData org.apache.commons.math.stat.correlation package computes covariances and correlations for pairs of arrays or columns of a matrix. - Covariance computes covariances and + Covariance computes covariances, - PearsonsCorrelation provides Pearson's Product-Moment correlation coefficients. + PearsonsCorrelation provides Pearson's Product-Moment correlation coefficients and + + SpearmansCorrelation computes Spearman's rank correlation.
Implementation Notes
@@ -560,12 +562,19 @@ new NaturalRanking(NaNStrategy.REMOVED,TiesStrategy.SEQUENTIAL).rank(exampleData
defaults to true.
cor(X, Y) = sum[(xi - E(X))(yi - E(Y))] / [(n - 1)s(X)s(Y)]
E(X)
and E(Y)
are means of X
and Y
and s(X)
, s(Y)
are standard deviations.
@@ -657,6 +666,20 @@ new PearsonsCorrelation(data).getCorrelationPValues().getEntry(0,1)
between the two columns of data is significant at the 99% level.
+
x
and y
:
+
+ This is equivalent to
+
+