Computes the Pearson correlation of two data sets, excluding pairs where either value is missing.

Namespace:  CenterSpace.NMath.Stats
Assembly:  NMathStats (in NMathStats.dll) Version: 3.4.0.0

Syntax

C#
public static double NaNCorrelation(
	DoubleVector data1,
	DoubleVector data2
)
Visual Basic (Declaration)
Public Shared Function NaNCorrelation ( _
	data1 As DoubleVector, _
	data2 As DoubleVector _
) As Double
Visual C++
public:
static double NaNCorrelation(
	DoubleVector^ data1, 
	DoubleVector^ data2
)

Parameters

data1
Type: CenterSpace.NMath.Core..::.DoubleVector
The first data set.
data2
Type: CenterSpace.NMath.Core..::.DoubleVector
The second set set.

Return Value

Correlation.

Exceptions

ExceptionCondition
CenterSpace.NMath.Core..::.InvalidArgumentException Thrown if the given data has zero or one non-NaN pairs.

See Also