OpenNN
Open-source neural networks library
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correlations.h File Reference
#include "pch.h"

Go to the source code of this file.

Classes

struct  opennn::Correlation
 Result of a correlation analysis: model parameters, fit quality, and the method/form used. More...
 

Namespaces

namespace  opennn
 

Functions

Correlation opennn::linear_correlation (const VectorR &, const VectorR &)
 Pearson linear correlation between two equal-length vectors.
 
Correlation opennn::logarithmic_correlation (const VectorR &, const VectorR &)
 Logarithmic correlation: fits y = a + b * log(x) and returns the resulting fit.
 
Correlation opennn::exponential_correlation (const VectorR &, const VectorR &)
 Exponential correlation: fits y = a * exp(b * x) and returns the resulting fit.
 
Correlation opennn::power_correlation (const VectorR &, const VectorR &)
 Power correlation: fits y = a * x^b and returns the resulting fit.
 
Correlation opennn::logistic_correlation (const VectorR &, const VectorR &)
 Logistic correlation between two vectors (binary or continuous targets).
 
Correlation opennn::logistic_correlation (const VectorR &, const MatrixR &)
 Logistic correlation between a vector predictor and a one-hot matrix target.
 
Correlation opennn::logistic_correlation (const MatrixR &, const VectorR &)
 Logistic correlation between a one-hot matrix predictor and a vector target.
 
Correlation opennn::logistic_correlation (const MatrixR &, const MatrixR &)
 Logistic correlation between two one-hot matrices.
 
Correlation opennn::point_biserial_correlation (const VectorR &, const VectorR &)
 Point-biserial correlation between a binary vector and a continuous vector.
 
Correlation opennn::eta_squared_correlation (const VectorR &, const MatrixR &)
 Eta-squared (effect-size) correlation between a continuous vector and a categorical matrix.
 
Correlation opennn::correlation (const MatrixR &, const MatrixR &)
 Generic correlation between two matrices, dispatching on column types (binary, categorical, continuous).
 
Correlation opennn::linear_correlation_spearman (const VectorR &, const VectorR &)
 Spearman rank correlation between two vectors using a linear fit on ranks.
 
VectorR opennn::calculate_spearman_ranks (const VectorR &)
 Computes Spearman ranks (average rank for ties) for the entries of a vector.
 
Correlation opennn::logistic_correlation_spearman (const VectorR &, const VectorR &)
 Spearman-rank logistic correlation between two vectors.
 
Correlation opennn::correlation_spearman (const MatrixR &, const MatrixR &)
 Generic Spearman correlation between two matrices, dispatching on column types.
 
float opennn::r_correlation_to_z_correlation (const float)
 Fisher r-to-z transform of a correlation coefficient.
 
float opennn::z_correlation_to_r_correlation (const float)
 Inverse Fisher z-to-r transform.
 
pair< float, float > opennn::confidence_interval_z_correlation (const float, Index)
 Returns the [lower, upper] confidence interval for a correlation given its sample size.
 
VectorR opennn::autocorrelations (const VectorR &, Index=10)
 Autocorrelations of a series for lags 0..max_lag.
 
VectorR opennn::cross_correlations (const VectorR &, const VectorR &, Index)
 Cross-correlations between two series for lags 0..max_lag.
 
MatrixR opennn::get_correlation_values (const Tensor< Correlation, 2 > &)
 Extracts the coefficient r from a 2D tensor of Correlation values.