src/math/correlation.h

   1 /* PSPP - a program for statistical analysis.
   2    Copyright (C) 2009 Free Software Foundation, Inc.
   3
   4    This program is free software: you can redistribute it and/or modify
   5    it under the terms of the GNU General Public License as published by
   6    the Free Software Foundation, either version 3 of the License, or
   7    (at your option) any later version.
   8
   9    This program is distributed in the hope that it will be useful,
  10    but WITHOUT ANY WARRANTY; without even the implied warranty of
  11    MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
  12    GNU General Public License for more details.
  13
  14    You should have received a copy of the GNU General Public License
  15    along with this program.  If not, see <http://www.gnu.org/licenses/>. */
  16
  17
  18 #ifndef SRC_MATH_CORRELATION_H
  19 #define SRC_MATH_CORRELATION_H
  20
  21 #include <gsl/gsl_matrix.h>
  22
  23 gsl_matrix *correlation_from_covariance (const gsl_matrix *cv, const gsl_matrix *v);
  24
  25 gsl_matrix *covariance_from_correlation (const gsl_matrix *corr, const gsl_matrix *v);
  26
  27 double significance_of_correlation (double rho, double w);
  28
  29 #endif