OpenNN
Open-source neural networks library
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correlations.h
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1// OpenNN: Open Neural Networks Library
2// www.opennn.net
3//
4// C O R R E L A T I O N S H E A D E R
5//
6// Artificial Intelligence Techniques SL
7// artelnics@artelnics.com
8
9#include "pch.h"
10
11#pragma once
12
13namespace opennn
14{
15
18{
20 enum class Method{Pearson, Spearman};
21
24
26
29
31 void print() const;
32
33 float a = NAN;
34 float b = NAN;
35 float r = NAN;
36
37 float lower_confidence = NAN;
38 float upper_confidence = NAN;
39
42};
43
48[[nodiscard]] Correlation linear_correlation(const VectorR&, const VectorR&);
49
51[[nodiscard]] Correlation logarithmic_correlation(const VectorR&, const VectorR&);
52
54[[nodiscard]] Correlation exponential_correlation(const VectorR&, const VectorR&);
55
57[[nodiscard]] Correlation power_correlation(const VectorR&, const VectorR&);
58
60[[nodiscard]] Correlation logistic_correlation(const VectorR&, const VectorR&);
61
63[[nodiscard]] Correlation logistic_correlation(const VectorR&, const MatrixR&);
64
66[[nodiscard]] Correlation logistic_correlation(const MatrixR&, const VectorR&);
67
69[[nodiscard]] Correlation logistic_correlation(const MatrixR&, const MatrixR&);
70
73
75[[nodiscard]] Correlation eta_squared_correlation(const VectorR&, const MatrixR&);
76
78[[nodiscard]] Correlation correlation(const MatrixR&, const MatrixR&);
79
82
85
88
90[[nodiscard]] Correlation correlation_spearman(const MatrixR&, const MatrixR&);
91
93[[nodiscard]] float r_correlation_to_z_correlation(const float);
94
96[[nodiscard]] float z_correlation_to_r_correlation(const float);
97
99[[nodiscard]] pair<float, float> confidence_interval_z_correlation(const float, Index);
100
104[[nodiscard]] VectorR autocorrelations(const VectorR&, Index = 10);
105
107[[nodiscard]] VectorR cross_correlations(const VectorR&, const VectorR&, Index);
108
110[[nodiscard]] MatrixR get_correlation_values(const Tensor<Correlation, 2>&);
111
112}
113
114// OpenNN: Open Neural Networks Library.
115// Copyright(C) 2005-2026 Artificial Intelligence Techniques, SL.
116// Licensed under the GNU Lesser General Public License v2.1 or later.
Definition adaptive_moment_estimation.h:14
VectorR cross_correlations(const VectorR &, const VectorR &, Index)
Cross-correlations between two series for lags 0..max_lag.
Correlation correlation_spearman(const MatrixR &, const MatrixR &)
Generic Spearman correlation between two matrices, dispatching on column types.
Correlation correlation(const MatrixR &, const MatrixR &)
Generic correlation between two matrices, dispatching on column types (binary, categorical,...
Correlation linear_correlation_spearman(const VectorR &, const VectorR &)
Spearman rank correlation between two vectors using a linear fit on ranks.
float r_correlation_to_z_correlation(const float)
Fisher r-to-z transform of a correlation coefficient.
Correlation exponential_correlation(const VectorR &, const VectorR &)
Exponential correlation: fits y = a * exp(b * x) and returns the resulting fit.
float z_correlation_to_r_correlation(const float)
Inverse Fisher z-to-r transform.
VectorR calculate_spearman_ranks(const VectorR &)
Computes Spearman ranks (average rank for ties) for the entries of a vector.
Correlation point_biserial_correlation(const VectorR &, const VectorR &)
Point-biserial correlation between a binary vector and a continuous vector.
VectorR autocorrelations(const VectorR &, Index=10)
Autocorrelations of a series for lags 0..max_lag.
Correlation logistic_correlation_spearman(const VectorR &, const VectorR &)
Spearman-rank logistic correlation between two vectors.
Correlation logarithmic_correlation(const VectorR &, const VectorR &)
Logarithmic correlation: fits y = a + b * log(x) and returns the resulting fit.
Correlation eta_squared_correlation(const VectorR &, const MatrixR &)
Eta-squared (effect-size) correlation between a continuous vector and a categorical matrix.
pair< float, float > confidence_interval_z_correlation(const float, Index)
Returns the [lower, upper] confidence interval for a correlation given its sample size.
Correlation power_correlation(const VectorR &, const VectorR &)
Power correlation: fits y = a * x^b and returns the resulting fit.
MatrixR get_correlation_values(const Tensor< Correlation, 2 > &)
Extracts the coefficient r from a 2D tensor of Correlation values.
Correlation logistic_correlation(const VectorR &, const VectorR &)
Logistic correlation between two vectors (binary or continuous targets).
Correlation linear_correlation(const VectorR &, const VectorR &)
Pearson linear correlation between two equal-length vectors.
Matrix< float, Dynamic, 1 > VectorR
Definition pch.h:181
Matrix< float, Dynamic, Dynamic, Layout > MatrixR
Definition pch.h:177
Result of a correlation analysis: model parameters, fit quality, and the method/form used.
Definition correlations.h:18
Method method
Definition correlations.h:40
Method
Underlying coefficient family used to compute r.
Definition correlations.h:20
@ Pearson
Definition correlations.h:20
@ Spearman
Definition correlations.h:20
float lower_confidence
Definition correlations.h:37
float upper_confidence
Definition correlations.h:38
float a
Definition correlations.h:33
float b
Definition correlations.h:34
Form form
Definition correlations.h:41
float r
Definition correlations.h:35
Form
Functional form fitted to the data before computing the coefficient.
Definition correlations.h:23
@ Sigmoid
Definition correlations.h:23
@ Logarithmic
Definition correlations.h:23
@ Exponential
Definition correlations.h:23
@ Identity
Definition correlations.h:23
@ Power
Definition correlations.h:23
Correlation()
Definition correlations.h:25
void print() const
Prints the correlation parameters and method to stdout.
void set_perfect()
Sets the correlation to a perfect linear relationship (a=0, b=1, r=1).