CorrelationAnalysis_SRRC

CorrelationAnalysis_SRRC(inputSample, outputSample, normalize=False)

Correlation evaluation based on the Standard Rank Regression Coefficient.

Similar as SRC evaluated on the ranked samples.

Parameters
sample12-d sequence of float

First sample, of dimension n \geq 1.

sample22-d sequence of float

Second sample, of dimension = 1.

normalizebool

if True, coefficients sum to one. Otherwise it includes noise variance Default value is false.

Returns
coefPoint

The SRRC evaluated between the sample2 and each coordinate of the sample1 (based on the rank value).

See also

CorrelationAnalysis_SpearmanCorrelation, CorrelationAnalysis_PRCC
CorrelationAnalysis_SRC