kstats-correlation/org.oremif.kstats.correlation/CorrelationResult

CorrelationResult

The result of a correlation computation.

Example:

val result = pearsonCorrelation(x, y)
result.coefficient // correlation coefficient (-1.0 to 1.0)
result.pValue      // two-sided p-value for H0: r = 0
result.n           // number of observations

Properties

coefficient

val coefficient: Double

the correlation coefficient, ranging from -1.0 (perfect negative correlation) through 0.0 (no correlation) to 1.0 (perfect positive correlation). Returns Double.NaN when the correlation is undefined (e.g. constant input).

val n: Int

the number of observations used in the computation.

pValue

val pValue: Double

the two-sided p-value for testing the null hypothesis that the true correlation is zero. Smaller values indicate stronger evidence of a real association. Returns Double.NaN when the p-value cannot be computed.