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4d6f43c
feat: add `stats/strided/dpcorrwd`
nakul-krishnakumar 8655c07
chore: update copyright years
stdlib-bot f8ac88b
chore: update according to code review
nakul-krishnakumar edabaad
Merge remote-tracking branch 'upstream/develop' into strided-dpcorrwd
stdlib-bot 0139fb9
chore: update according to code review
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lib/node_modules/@stdlib/stats/strided/dpcorrwd/README.md
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| <!-- | ||
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| @license Apache-2.0 | ||
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| Copyright (c) 2026 The Stdlib Authors. | ||
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| Licensed under the Apache License, Version 2.0 (the "License"); | ||
| you may not use this file except in compliance with the License. | ||
| You may obtain a copy of the License at | ||
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| http://www.apache.org/licenses/LICENSE-2.0 | ||
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| Unless required by applicable law or agreed to in writing, software | ||
| distributed under the License is distributed on an "AS IS" BASIS, | ||
| WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. | ||
| See the License for the specific language governing permissions and | ||
| limitations under the License. | ||
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| --> | ||
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| # dpcorrwd | ||
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| > Calculate the [sample Pearson product-moment correlation coefficient][pearson-correlation] of two double-precision floating-point strided arrays using Welford's algorithm. | ||
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| <section class="intro"> | ||
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| The [Pearson product-moment correlation coefficient][pearson-correlation] (also known as Pearson's _r_) between random variables `X` and `Y` is defined as | ||
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| <!-- <equation class="equation" label="eq:pearson_correlation_coefficient" align="center" raw="\rho_{X,Y} = \frac{\operatorname{cov}(X,Y)}{\sigma_X \sigma_Y}" alt="Equation for the Pearson product-moment correlation coefficient."> --> | ||
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| ```math | ||
| \rho_{X,Y} = \frac{\mathop{\mathrm{cov}}(X,Y)}{\sigma_X \sigma_Y} | ||
| ``` | ||
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| <!-- </equation> --> | ||
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| where the numerator is the [covariance][covariance] and the denominator is the product of the respective standard deviations. | ||
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| For a sample of size `n`, the [sample Pearson product-moment correlation coefficient][pearson-correlation] is defined as | ||
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| <!-- <equation class="equation" label="eq:sample_pearson_correlation_coefficient" align="center" raw="r = \frac{\displaystyle\sum_{i=0}^{N-1} (x_i - \bar{x})(y_i - \bar{y})}{\displaystyle\sqrt{\sum_{i=0}^{N-1} (x_i - \bar{x})^2} \sqrt{\sum_{i=0}^{N-1} (y_i - \bar{y})^2}}" alt="Equation for the sample Pearson product-moment correlation coefficient."> --> | ||
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| ```math | ||
| r_{xy} = \frac{\displaystyle\sum_{i=0}^{N-1} (x_i - \bar{x})(y_i - \bar{y})}{\displaystyle\sqrt{\sum_{i=0}^{N-1} (x_i - \bar{x})^2} \sqrt{\sum_{i=0}^{N-1} (y_i - \bar{y})^2}} | ||
| ``` | ||
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| <!-- </equation> --> | ||
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| where `x_i` and `y_i` are the _ith_ components of vectors **X** and **Y**, respectively. | ||
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| </section> | ||
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| <!-- /.intro --> | ||
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| <section class="usage"> | ||
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| ## Usage | ||
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| ```javascript | ||
| var dpcorrwd = require( '@stdlib/stats/strided/dpcorrwd' ); | ||
| ``` | ||
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| #### dpcorrwd( N, x, strideX, y, strideY ) | ||
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| Computes the [sample Pearson product-moment correlation coefficient][pearson-correlation] of two double-precision floating-point strided arrays using Welford's algorithm. | ||
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| ```javascript | ||
| var Float64Array = require( '@stdlib/array/float64' ); | ||
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| var x = new Float64Array( [ 1.0, -2.0, 2.0 ] ); | ||
| var y = new Float64Array( [ 2.0, -2.0, 1.0 ] ); | ||
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| var c = dpcorrwd( x.length, x, 1, y, 1 ); | ||
| // returns ~0.885 | ||
| ``` | ||
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| The function has the following parameters: | ||
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| - **N**: number of indexed elements. | ||
| - **x**: first input [`Float64Array`][@stdlib/array/float64]. | ||
| - **strideX**: stride length for `x`. | ||
| - **y**: second input [`Float64Array`][@stdlib/array/float64]. | ||
| - **strideY**: stride length for `y`. | ||
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| The `N` and stride parameters determine which elements in the strided arrays are accessed at runtime. For example, to compute the [sample Pearson product-moment correlation coefficient][pearson-correlation] of every other element in `x` and `y`, | ||
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| ```javascript | ||
| var Float64Array = require( '@stdlib/array/float64' ); | ||
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| var x = new Float64Array( [ 1.0, 2.0, 2.0, -7.0, -2.0, 3.0, 4.0, 2.0 ] ); | ||
| var y = new Float64Array( [ 2.0, 1.0, 2.0, 1.0, -2.0, 2.0, 3.0, 4.0 ] ); | ||
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| var c = dpcorrwd( 4, x, 2, y, 2 ); | ||
| // returns ~0.947 | ||
| ``` | ||
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| Note that indexing is relative to the first index. To introduce an offset, use [`typed array`][mdn-typed-array] views. | ||
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| <!-- eslint-disable stdlib/capitalized-comments --> | ||
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| ```javascript | ||
| var Float64Array = require( '@stdlib/array/float64' ); | ||
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| var x0 = new Float64Array( [ 2.0, 1.0, 2.0, -2.0, -2.0, 2.0, 3.0, 4.0 ] ); | ||
| var y0 = new Float64Array( [ 2.0, -2.0, 2.0, 1.0, -2.0, 4.0, 3.0, 2.0 ] ); | ||
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| var x1 = new Float64Array( x0.buffer, x0.BYTES_PER_ELEMENT*1 ); // start at 2nd element | ||
| var y1 = new Float64Array( y0.buffer, y0.BYTES_PER_ELEMENT*1 ); // start at 2nd element | ||
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| var c = dpcorrwd( 4, x1, 2, y1, 2 ); | ||
| // returns ~0.307 | ||
| ``` | ||
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| #### dpcorrwd.ndarray( N, x, strideX, offsetX, y, strideY, offsetY ) | ||
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| Computes the [sample Pearson product-moment correlation coefficient][pearson-correlation] of two double-precision floating-point strided arrays using Welford's algorithm and alternative indexing semantics. | ||
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| ```javascript | ||
| var Float64Array = require( '@stdlib/array/float64' ); | ||
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| var x = new Float64Array( [ 1.0, -2.0, 2.0 ] ); | ||
| var y = new Float64Array( [ 2.0, -2.0, 1.0 ] ); | ||
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| var c = dpcorrwd.ndarray( x.length, x, 1, 0, y, 1, 0 ); | ||
| // returns ~0.885 | ||
| ``` | ||
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| The function has the following additional parameters: | ||
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| - **offsetX**: starting index for `x`. | ||
| - **offsetY**: starting index for `y`. | ||
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| While [`typed array`][mdn-typed-array] views mandate a view offset based on the underlying buffer, the offset parameters support indexing semantics based on starting indices. For example, to calculate the [sample Pearson product-moment correlation coefficient][pearson-correlation] for every other element in `x` and `y` starting from the second element | ||
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| ```javascript | ||
| var Float64Array = require( '@stdlib/array/float64' ); | ||
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| var x = new Float64Array( [ 2.0, 1.0, 2.0, -2.0, -2.0, 2.0, 3.0, 4.0 ] ); | ||
| var y = new Float64Array( [ -7.0, 2.0, 2.0, 1.0, -2.0, 2.0, 3.0, 4.0 ] ); | ||
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| var c = dpcorrwd.ndarray( 4, x, 2, 1, y, 2, 1 ); | ||
| // returns ~0.927 | ||
| ``` | ||
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| </section> | ||
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| <!-- /.usage --> | ||
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| <section class="notes"> | ||
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| ## Notes | ||
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| - If `N <= 0`, both functions return `NaN`. | ||
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| </section> | ||
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| <!-- /.notes --> | ||
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| <section class="examples"> | ||
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| ## Examples | ||
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| <!-- eslint no-undef: "error" --> | ||
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| ```javascript | ||
| var discreteUniform = require( '@stdlib/random/array/discrete-uniform' ); | ||
| var dpcorrwd = require( '@stdlib/stats/strided/dpcorrwd' ); | ||
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| var opts = { | ||
| 'dtype': 'float64' | ||
| }; | ||
| var x = discreteUniform( 10, -50, 50, opts ); | ||
| console.log( x ); | ||
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| var y = discreteUniform( 10, -50, 50, opts ); | ||
| console.log( y ); | ||
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| var c = dpcorrwd( x.length, x, 1, y, 1 ); | ||
| console.log( c ); | ||
| ``` | ||
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| </section> | ||
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| <!-- /.examples --> | ||
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| <!-- C interface documentation. --> | ||
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| * * * | ||
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| <section class="c"> | ||
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| ## C APIs | ||
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| <!-- Section to include introductory text. Make sure to keep an empty line after the intro `section` element and another before the `/section` close. --> | ||
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| <section class="intro"> | ||
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| </section> | ||
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| <!-- /.intro --> | ||
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| <!-- C usage documentation. --> | ||
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| <section class="usage"> | ||
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| ### Usage | ||
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| ```c | ||
| #include "stdlib/stats/strided/dpcorrwd.h" | ||
| ``` | ||
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| #### stdlib_strided_dpcorrwd( N, \*X, strideX, \*Y, strideY ) | ||
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| Computes the [sample Pearson product-moment correlation coefficient][pearson-correlation] of two double-precision floating-point strided arrays using Welford's algorithm. | ||
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| ```c | ||
| const double x[] = { 1.0, -2.0, 2.0 }; | ||
| const double y[] = { 2.0, -2.0, 1.0 }; | ||
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| double c = stdlib_strided_dpcorrwd( 3, x, 1, y, 1 ); | ||
| // returns ~0.885 | ||
| ``` | ||
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| The function accepts the following arguments: | ||
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| - **N**: `[in] CBLAS_INT` number of indexed elements. | ||
| - **X**: `[in] double*` first input array. | ||
| - **strideX**: `[in] CBLAS_INT` stride length for `X`. | ||
| - **Y**: `[in] double*` second input array. | ||
| - **strideY**: `[in] CBLAS_INT` stride length for `Y`. | ||
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| ```c | ||
| double stdlib_strided_dpcorrwd( const CBLAS_INT N, const double *X, const CBLAS_INT strideX, const double *Y, const CBLAS_INT strideY ); | ||
| ``` | ||
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| #### stdlib_strided_dpcorrwd_ndarray( N, \*X, strideX, offsetX, \*Y, strideY, offsetY ) | ||
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| Computes the [sample Pearson product-moment correlation coefficient][pearson-correlation] of two double-precision floating-point strided arrays using Welford's algorithm and alternative indexing semantics. | ||
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| ```c | ||
| const double x[] = { 1.0, -2.0, 2.0 }; | ||
| const double y[] = { 2.0, -2.0, 1.0 }; | ||
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| double c = stdlib_strided_dpcorrwd_ndarray( 3, x, 1, 0, y, 1, 0 ); | ||
| // returns ~0.885 | ||
| ``` | ||
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| The function accepts the following arguments: | ||
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| - **N**: `[in] CBLAS_INT` number of indexed elements. | ||
| - **X**: `[in] double*` first input array. | ||
| - **strideX**: `[in] CBLAS_INT` stride length for `X`. | ||
| - **offsetX**: `[in] CBLAS_INT` starting index for `X`. | ||
| - **Y**: `[in] double*` second input array. | ||
| - **strideY**: `[in] CBLAS_INT` stride length for `Y`. | ||
| - **offsetY**: `[in] CBLAS_INT` starting index for `Y`. | ||
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| ```c | ||
| double stdlib_strided_dpcorrwd_ndarray( const CBLAS_INT N, const double *X, const CBLAS_INT strideX, const CBLAS_INT offsetX, const double *Y, const CBLAS_INT strideY, const CBLAS_INT offsetY ); | ||
| ``` | ||
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| </section> | ||
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| <!-- /.usage --> | ||
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| <!-- C API usage notes. Make sure to keep an empty line after the `section` element and another before the `/section` close. --> | ||
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| <section class="notes"> | ||
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| </section> | ||
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| <!-- /.notes --> | ||
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| <!-- C API usage examples. --> | ||
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| <section class="examples"> | ||
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| ### Examples | ||
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| ```c | ||
| #include "stdlib/stats/strided/dpcorrwd.h" | ||
| #include <stdio.h> | ||
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| int main( void ) { | ||
| // Create strided arrays: | ||
| const double x[] = { 1.0, -2.0, 3.0, -4.0, 5.0, -6.0, 7.0, -8.0 }; | ||
| const double y[] = { 1.0, -2.0, 3.0, -4.0, 5.0, -6.0, 7.0, -8.0 }; | ||
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| // Specify the number of elements: | ||
| const int N = 8; | ||
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| // Specify strides: | ||
| const int strideX = 1; | ||
| const int strideY = -1; | ||
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| // Compute the Pearson product-moment correlation coefficient between `x` and `y`: | ||
| double d = stdlib_strided_dpcorrwd( N, x, strideX, y, strideY ); | ||
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| // Print the result: | ||
| printf( "Pearson Correlation Coefficient: %lf\n", d ); | ||
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| // Compute the Pearson product-moment correlation coefficient between `x` and `y` with offsets: | ||
| d = stdlib_strided_dpcorrwd_ndarray( N, x, strideX, 0, y, strideY, N-1 ); | ||
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| // Print the result: | ||
| printf( "Pearson Correlation Coefficient: %lf\n", d ); | ||
| } | ||
| ``` | ||
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| </section> | ||
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| <!-- /.examples --> | ||
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| </section> | ||
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| <!-- /.c --> | ||
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| <section class="references"> | ||
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| </section> | ||
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| <!-- /.references --> | ||
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| <!-- Section for related `stdlib` packages. Do not manually edit this section, as it is automatically populated. --> | ||
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| <section class="related"> | ||
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| </section> | ||
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| <!-- /.related --> | ||
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| <!-- Section for all links. Make sure to keep an empty line after the `section` element and another before the `/section` close. --> | ||
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| <section class="links"> | ||
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| [pearson-correlation]: https://en.wikipedia.org/wiki/Pearson_correlation_coefficient | ||
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| [covariance]: https://en.wikipedia.org/wiki/Covariance | ||
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| [@stdlib/array/float64]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/array/float64 | ||
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| [mdn-typed-array]: https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/TypedArray | ||
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| </section> | ||
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| <!-- /.links --> | ||
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