Correlation#

acf

Calculate the autocorrelation of X from lag=1 to lag=maxLag.

autocorr

Calculate the autocorrelation of X.

corr

Calculate the correlation of X and Y.

corrMatrix

Return a correlation matrix, where the (i, j) entry is the correlation between the columns i and j of X.

distance

Calculate the distance in meters between 2 points on the earth's surface.

ewmCorr

Calculate exponentially weighted moving correlation of X and other.

euclidean

If X and Y are scalars or vectors, return the result of their Euclidean distance.

kendall

Calculate the Kendall rank correlation coefficient between X and Y.

mutualInfo

Calculate the mutual information of X and Y.

rowEuclidean

If both X and Y are vectors/matrices, calculate the Euclidean distance between X and Y by row.

rowTanimoto

If both X and Y are vectors/matrices, calculate the tanimoto distance between X and Y by row.

spearmanr

Calculate the Spearman rank correlation coefficient of X and Y.

tanimoto

If X and Y are scalars or vectors, return the result of their tanimoto distance.