module Correlation: sig .. end
val pearson : float array -> float array -> float
O(n) Computes Pearson product-moment correlation coefficient
for two given samples.
val spearman : ?cmp:('a -> 'a -> int) -> 'a array -> 'a array -> float
O(n log n) Computes Spearman rank correlation coefficient for
two given samples, which is essentially Pearson correlation
calculated for sample ranks.
module Auto: sig .. end
Autocorrelation, i.