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@ -70,77 +70,6 @@ assert!((corr - 1.0).abs() < 1e-8);
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assert!((cov - 2.5).abs() < 1e-8);
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```
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## Covariance
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### `covariance`
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Computes the population covariance between two equally sized matrices by flattening
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their values.
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```rust
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# extern crate rustframe;
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use rustframe::compute::stats::covariance;
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use rustframe::matrix::Matrix;
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let x = Matrix::from_vec(vec![1.0, 2.0, 3.0, 4.0], 2, 2);
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let y = Matrix::from_vec(vec![2.0, 4.0, 6.0, 8.0], 2, 2);
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let cov = covariance(&x, &y);
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assert!((cov - 2.5).abs() < 1e-8);
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```
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### `covariance_vertical`
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Evaluates covariance between columns (i.e. across rows) and returns a matrix of
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column pair covariances.
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```rust
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# extern crate rustframe;
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use rustframe::compute::stats::covariance_vertical;
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use rustframe::matrix::Matrix;
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let m = Matrix::from_rows_vec(vec![1.0, 2.0, 3.0, 4.0], 2, 2);
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let cov = covariance_vertical(&m);
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assert_eq!(cov.shape(), (2, 2));
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assert!(cov.data().iter().all(|&v| (v - 1.0).abs() < 1e-8));
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```
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### `covariance_horizontal`
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Computes covariance between rows (i.e. across columns) returning a matrix that
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describes how each pair of rows varies together.
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```rust
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# extern crate rustframe;
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use rustframe::compute::stats::covariance_horizontal;
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use rustframe::matrix::Matrix;
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let m = Matrix::from_rows_vec(vec![1.0, 2.0, 3.0, 4.0], 2, 2);
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let cov = covariance_horizontal(&m);
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assert_eq!(cov.shape(), (2, 2));
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assert!(cov.data().iter().all(|&v| (v - 0.25).abs() < 1e-8));
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```
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### `covariance_matrix`
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Builds a covariance matrix either between columns (`Axis::Col`) or rows
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(`Axis::Row`). Each entry represents how two series co-vary.
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```rust
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# extern crate rustframe;
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use rustframe::compute::stats::covariance_matrix;
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use rustframe::matrix::{Axis, Matrix};
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let data = Matrix::from_rows_vec(vec![1.0, 2.0, 3.0, 4.0], 2, 2);
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// Covariance between columns
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let cov_cols = covariance_matrix(&data, Axis::Col);
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assert!((cov_cols.get(0, 0) - 2.0).abs() < 1e-8);
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// Covariance between rows
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let cov_rows = covariance_matrix(&data, Axis::Row);
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assert!((cov_rows.get(0, 1) + 0.5).abs() < 1e-8);
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```
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## Distributions
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Probability distribution helpers are available for common PDFs and CDFs.
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