Correlation

The following correlation coefficients are implemented:

• pearson_cor_coef

• spearman_cor_coef

• kendall_cor_coef

• bi_cor_coef (biweight midcorrelation coefficient)

The runtime of kendall_cor_coef is O(n^2), which is to be optimized to O(nlogn).

use Statistics;

my @data1 = [6,6,4,6,8,6,8,4,4,6,6,8,8,8,8,8,8,4,4,4,4,8,8,8,8,4,4,4,8,6,8,4];
my @data2 = [160.0,160.0,108.0,258.0,360.0,225.0,360.0,146.7,140.8,167.6,167.6,
            275.8,275.8,275.8,472.0,460.0,440.0,78.7,75.7,71.1,120.1,318.0,304.0,
            350.0,400.0,79.0,120.3,95.1,351.0,145.0,301.0,121.0];
# correlation coefficients
pearson_cor_coef(@data1, @data2); # 0.9020328721469989
spearman_cor_coef(@data1, @data2); # 0.9276515785415314
kendall_cor_coef(@data1, @data2); # 0.8144262510988963

# Biweight_midcorrelation 
# more robust, less sensitive to outliers
bi_cor_coef(@data1, @data2); # 0.9146470012038392