Class  Description 

CorrelationMatrix 
The correlation matrix of n random variables X_{1}, ..., X_{n} is
the n × n matrix whose i,j entry is corr(X_{i},
X_{j}),
the correlation between X_{1} and X_{n}.

KendallRankCorrelation 
The Kendall rank correlation coefficient, commonly referred to as Kendall's tau (τ)
coefficient, is a statistic used to measure the association between two measured quantities.

SpearmanRankCorrelation 
Spearman's rank correlation coefficient or Spearman's rho is a nonparametric measure of
statistical dependence between two variables.

Copyright © 20102016 Numerical Method Incorporation Limited. All Rights Reserved.