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.

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