/usr/include/correlation.h is in libalglib-dev 2.6.0-3.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
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Copyright (c) 2007, Sergey Bochkanov (ALGLIB project).
>>> SOURCE LICENSE >>>
This program is free software; you can redistribute it and/or modify
it under the terms of the GNU General Public License as published by
the Free Software Foundation (www.fsf.org); either version 2 of the
License, or (at your option) any later version.
This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
GNU General Public License for more details.
A copy of the GNU General Public License is available at
http://www.fsf.org/licensing/licenses
>>> END OF LICENSE >>>
*************************************************************************/
#ifndef _correlation_h
#define _correlation_h
#include "ap.h"
#include "ialglib.h"
/*************************************************************************
Pearson product-moment correlation coefficient
Input parameters:
X - sample 1 (array indexes: [0..N-1])
Y - sample 2 (array indexes: [0..N-1])
N - sample size.
Result:
Pearson product-moment correlation coefficient
-- ALGLIB --
Copyright 09.04.2007 by Bochkanov Sergey
*************************************************************************/
double pearsoncorrelation(const ap::real_1d_array& x,
const ap::real_1d_array& y,
int n);
/*************************************************************************
Spearman's rank correlation coefficient
Input parameters:
X - sample 1 (array indexes: [0..N-1])
Y - sample 2 (array indexes: [0..N-1])
N - sample size.
Result:
Spearman's rank correlation coefficient
-- ALGLIB --
Copyright 09.04.2007 by Bochkanov Sergey
*************************************************************************/
double spearmanrankcorrelation(ap::real_1d_array x,
ap::real_1d_array y,
int n);
#endif
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