correlations.h

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// SPDX-License-Identifier: AGPL-3.0-only
// Copyright (C) 2026 Artificial Intelligence Techniques, S.L. and Roberto López González
 
#pragma once
 
#include "opennn/core/opennn_types.h"
 
namespace opennn
{
 
struct Correlation
{
    enum class Method{Pearson, Spearman};
 
    enum class Form{Identity, Sigmoid, Logarithmic, Exponential, Power};
 
    void set_perfect();
 
    float intercept = QUIET_NAN;
    float slope = QUIET_NAN;
    float coefficient = QUIET_NAN;
 
    float lower_confidence = QUIET_NAN;
    float upper_confidence = QUIET_NAN;
 
    Method method = Method::Pearson;
    Form form = Form::Identity;
};
 
Correlation linear_correlation(const VectorR&, const VectorR&);
 
Correlation logarithmic_correlation(const VectorR&, const VectorR&);
 
Correlation exponential_correlation(const VectorR&, const VectorR&);
 
Correlation power_correlation(const VectorR&, const VectorR&);
 
Correlation logistic_correlation(const VectorR&, const VectorR&);
 
Correlation logistic_correlation(const MatrixR&, const MatrixR&);
 
Correlation correlation(const MatrixR&, const MatrixR&);
Correlation correlation_spearman(const MatrixR&, const MatrixR&);
Correlation linear_correlation_spearman(const VectorR&, const VectorR&);
 
VectorR calculate_spearman_ranks(const VectorR&);
 
Correlation logistic_correlation_spearman(const VectorR&, const VectorR&);
 
float r_correlation_to_z_correlation(const float);
float z_correlation_to_r_correlation(const float);
 
pair<float, float> confidence_interval_z_correlation(const float, Index);
VectorR autocorrelations(const VectorR&, Index  = 10);
 
VectorR cross_correlations(const VectorR&, const VectorR&, Index);
 
MatrixR get_correlation_values(const Tensor<Correlation, 2>&);
 
}