Can you say more about how you implemented these?
The Pearson coefficient should be quite simple. A few passes through the
data should suffice and it can probably be done in one pass, especially if
you aren't worried about 1ULP accuracy.
The Spearman coefficient should be no worse than the cost
sry wrong list. can someone put this in the users mailinglist plz?
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Hi again,
I tried to implement the pearson and spearman algorithm myself and the
computation took very long. That is why I now use the commons math
solution. I am curious about the runtime complexity of the Pearson and
the Spearman correlation coefficient. Can someone help me with that?
Gree