
Summary: This tutorial demonstrates how to calculate correlation coefficients in FSharp.Stats
open Plotly.NET
open FsMath
open FSharp.Stats
open FSharp.Stats.Correlation
let sampleA = [|3.4;2.5;6.5;0.2;-0.1|]
let sampleB = [|3.1;1.5;4.2;1.2;2.0|]
let pearson = Seq.pearson sampleA sampleB
let pearsonW = Seq.pearsonWeighted sampleA sampleB [1.;1.;1.;2.;1.;]
let spearman = Seq.spearman sampleA sampleB
let kendall = Seq.kendall sampleA sampleB
let bicor = Seq.bicor sampleA sampleB
let table =
let header = ["<b>Correlation measure</b>";"value"]
let rows =
[
["Pearson"; sprintf "%3f" pearson ]
["Pearson weighted"; sprintf "%3f" pearsonW]
["Spearman"; sprintf "%3f" spearman]
["Kendall"; sprintf "%3f" kendall ]
["Biweight midcorrelation"; sprintf "%3f" bicor ]
]
Chart.Table(header, rows, HeaderFillColor = Color.fromHex "#deebf7", CellsFillColor= Color.fromString "lightgrey")
The Kendall correlation coefficient calculated by Seq.kendall
is the Kendall Tau-b coefficient. Three variants are available:
-
Seq.kendallTauA
: Kendall's Tau-a. Defined as:
\[\tau_a = \frac{n_c - n_d}{n(n-1)/2}\]
where \(n_c\) is the number of concordant pairs, \(n_d\) is the number of discordant pairs, and \(n\) is the sample size. Tau-a does not make adjustments for ties.
-
Seq.kendallTauB
: Kendall's Tau-b (this is the default used by Seq.kendall
). Defined as:
\[\tau_b = \frac{n_c - n_d}{\sqrt{(n_0 - n_1)(n_0 - n_2)}}\]
where \(n_0 = n(n-1)/2\), \(n_1 = \sum_i t_i(t_i-1)/2\), and \(n_2 = \sum_j u_j(u_j-1)/2\). Here \(t_i\) is the number of tied values in the \(i\)th group of ties for the first quantity and \(u_j\) is the number of tied values in the \(j\)th group of ties for the second quantity. Tau-b makes adjustments for ties.
-
Seq.kendallTauC
: Kendall's Tau-c. Defined as:
\[\tau_c = \frac{2(n_c - n_d)}{n^2(m-1)/m}\]
where \(m = \min(r,s)\) and \(r\) and \(s\) are the number of distinct items in each sequence. Tau-c makes an adjustment for set size in addition to ties.
Here's an example illustrating the differences:
// Sequences with no ties
let seqA = [1. .. 10.0]
let seqB = seqA |> List.map sin
let noTiesTauA = Seq.kendallTauA seqA seqB
let noTiesTauB = Seq.kendallTauB seqA seqB
let noTiesTauC = Seq.kendallTauC seqA seqB
// Sequences with ties
let seqC = [1.;2.;2.;3.;4.]
let seqD = [1.;1.;1.;4.;4.]
let tiesTauA = Seq.kendallTauA seqC seqD
let tiesTauB = Seq.kendallTauB seqC seqD
let tiesTauC = Seq.kendallTauC seqC seqD
let tableKendall =
let header = ["<b>Correlation measure</b>";"value"]
let rows =
[
["Tau-a (no ties)"; sprintf "%3f" noTiesTauA]
["Tau-b (no ties)"; sprintf "%3f" noTiesTauB]
["Tau-c (no ties)"; sprintf "%3f" noTiesTauC]
["Tau-a (ties)"; sprintf "%3f" tiesTauA]
["Tau-b (ties)"; sprintf "%3f" tiesTauB]
["Tau-c (ties)"; sprintf "%3f" tiesTauC]
]
Chart.Table(header, rows, HeaderFillColor = Color.fromHex "#deebf7", CellsFillColor= Color.fromString "lightgrey")
As seen, when there are no ties, all three variants give the same result. But with ties present, Tau-b and Tau-c make adjustments and can give different values from Tau-a. Seq.kendall
uses Tau-b as it is the most commonly used variant.
let m =
[
[0.4;1.2;4.5]
[1.2;0.5;-0.1]
[5.0;19.8;2.4]
[-6.0;-2.;0.0]
]
|> matrix
let pearsonCorrelationMatrix =
Correlation.Matrix.rowWiseCorrelationMatrix Correlation.Seq.pearson m
let table2 =
//Assign a color to every cell seperately. Matrix must be transposed for correct orientation.
let cellcolors =
//map color from value to hex representation
let mapColor min max value =
let proportion = int (255. * (value - min) / (max - min))
Color.fromARGB 1 (255 - proportion) 255 proportion
pearsonCorrelationMatrix
|> fun m -> m.toJaggedArray()
|> JaggedArray.map (mapColor -1. 1.)
|> JaggedArray.transpose
|> Array.map Color.fromColors
|> Color.fromColors
let values =
pearsonCorrelationMatrix
|> fun m -> m.toJaggedArray()
|> JaggedArray.map (sprintf "%.3f")
Chart.Table(["colindex 0";"colindex 1";"colindex 2";"colindex 3"],values,CellsFillColor=cellcolors)
Autocorrelation, also known as serial correlation, is the correlation of a signal with a delayed copy of itself as a function of delay.
Informally, it is the similarity between observations as a function of the time lag between them.
The analysis of autocorrelation is a mathematical tool for finding repeating patterns, such as the presence of a periodic signal obscured by noise, or identifying the missing fundamental frequency in a signal implied by its harmonic frequencies.
open FSharp.Stats.Distributions.Continuous
open FSharp.Stats.Correlation
let lags = [0..100]
let x = [0. .. 100.]
//// Autocorrelation of a gaussian signal
let gaussPDF = Normal.PDF 10. 2.
let yGauss = x |> List.map gaussPDF |> vector
let autoCorrGauss = lags |> List.map (fun lag -> autoCorrelation lag yGauss)
open Plotly.NET
let gaussAC =
Chart.Point(lags,autoCorrGauss)
|> Chart.withTraceInfo "Autocorrelation"
|> Chart.withTitle "Autocorrelation of a gaussian sine wave"
|> fun c ->
[
Chart.Point(x,yGauss,Name="gaussian") |> Chart.withTemplate ChartTemplates.lightMirrored
c |> Chart.withTemplate ChartTemplates.lightMirrored
]
|> Chart.Grid(2,1)
namespace Plotly
namespace Plotly.NET
module Defaults
from Plotly.NET
<summary>
Contains mutable global default values.
Changing these values will apply the default values to all consecutive Chart generations.
</summary>
val mutable DefaultDisplayOptions: DisplayOptions
Multiple items
type DisplayOptions =
inherit DynamicObj
new: unit -> DisplayOptions
static member addAdditionalHeadTags: additionalHeadTags: XmlNode list -> (DisplayOptions -> DisplayOptions)
static member addDescription: description: XmlNode list -> (DisplayOptions -> DisplayOptions)
static member combine: first: DisplayOptions -> second: DisplayOptions -> DisplayOptions
static member getAdditionalHeadTags: displayOpts: DisplayOptions -> XmlNode list
static member getDescription: displayOpts: DisplayOptions -> XmlNode list
static member getPlotlyReference: displayOpts: DisplayOptions -> PlotlyJSReference
static member init: [<Optional; DefaultParameterValue ((null :> obj))>] ?AdditionalHeadTags: XmlNode list * [<Optional; DefaultParameterValue ((null :> obj))>] ?Description: XmlNode list * [<Optional; DefaultParameterValue ((null :> obj))>] ?PlotlyJSReference: PlotlyJSReference -> DisplayOptions
static member initCDNOnly: unit -> DisplayOptions
...
--------------------
new: unit -> DisplayOptions
static member DisplayOptions.init: [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?AdditionalHeadTags: Giraffe.ViewEngine.HtmlElements.XmlNode list * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?Description: Giraffe.ViewEngine.HtmlElements.XmlNode list * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?PlotlyJSReference: PlotlyJSReference -> DisplayOptions
type PlotlyJSReference =
| CDN of string
| Full
| Require of string
| NoReference
<summary>
Sets how plotly is referenced in the head of html docs.
</summary>
union case PlotlyJSReference.NoReference: PlotlyJSReference
namespace FsMath
Multiple items
namespace FSharp
--------------------
namespace Microsoft.FSharp
namespace FSharp.Stats
module Correlation
from FSharp.Stats
<summary>
Contains correlation functions for different data types
</summary>
val sampleA: float array
val sampleB: float array
val pearson: float
Multiple items
module Seq
from FSharp.Stats.Correlation
<summary>
Contains correlation functions optimized for sequences
</summary>
--------------------
module Seq
from FSharp.Stats
<summary>
Module to compute common statistical measures.
</summary>
--------------------
module Seq
from Microsoft.FSharp.Collections
--------------------
type Seq =
new: unit -> Seq
static member geomspace: start: float * stop: float * num: int * ?IncludeEndpoint: bool -> float seq
static member linspace: start: float * stop: float * num: int * ?IncludeEndpoint: bool -> float seq
--------------------
new: unit -> Seq
val pearson: seq1: 'T seq -> seq2: 'T seq -> float (requires member op_Explicit and member Zero and member One)
<summary>Calculates the pearson correlation of two samples. Homoscedasticity must be assumed.</summary>
<remarks></remarks>
<param name="seq1"></param>
<param name="seq2"></param>
<returns></returns>
<example><code></code></example>
val pearsonW: float
val pearsonWeighted: seq1: 'T seq -> seq2: 'T seq -> weights: 'T seq -> float (requires member Zero and member One and member (+) and member op_Explicit and member ( * ) and member (+))
<summary>weighted pearson correlation (http://sci.tech-archive.net/Archive/sci.stat.math/2006-02/msg00171.html)</summary>
<remarks></remarks>
<param name="seq1"></param>
<param name="seq2"></param>
<param name="weights"></param>
<returns></returns>
<example><code></code></example>
val spearman: float
val spearman: seq1: 'T seq -> seq2: 'T seq -> float (requires member op_Explicit)
<summary>
Spearman Correlation (with ranks)
Items that are tied are each allocated the average of the ranks that
they would have had had they been distinguishable.
Reference: Williams R.B.G. (1986) Spearman’s and Kendall’s Coefficients of Rank Correlation.
Intermediate Statistics for Geographers and Earth Scientists, p453, https://doi.org/10.1007/978-1-349-06813-5_6
</summary>
<returns>The spearman correlation.</returns>
<example><code>
let x = [5.05;6.75;3.21;2.66]
let y = [1.65;2.64;2.64;6.95]
// To get the correlation between x and y:
Seq.spearman x y // evaluates to -0.632455532
</code></example>
val kendall: float
val kendall: seq1: 'a seq -> seq2: 'b seq -> float (requires comparison and comparison)
<summary>Kendall Correlation Coefficient</summary>
<remarks>This is an alias to <see cref="kendallTauB" />. Computes Kendall Tau-b rank correlation coefficient between two sequences of observations. Tau-b is used to adjust for ties.
tau_b = (n_c - n_d) / sqrt((n_0 - n_1) * (n_0 - n_2)), where
<list><item><term>n_c: </term><description>Number of concordant pairs.</description></item><item><term>n_d: </term><description>Number of discordant pairs.</description></item><item><term>n_0: </term><description>n*(n-1)/2 where n is the number of observations.</description></item><item><term>n_1: </term><description>sum_i(t_i(t_i-1)/2) where t_i is the number of pairs of observations with the same x value.</description></item><item><term>n_2: </term><description>sum_i(u_i(u_i-1)/2) where u_i is the number of pairs of observations with the same y value.</description></item></list></remarks>
<param name="seq1">The first sequence of observations.</param>
<param name="seq2">The second sequence of observations.</param>
<returns>Kendall Tau-b rank correlation coefficient of seq1 and seq2</returns>
<example><code>
let x = [5.05;6.75;3.21;2.66]
let y = [1.65;26.5;-0.64;6.95]
Seq.kendall x y // evaluates to 0.3333333333
</code></example>
val bicor: float
val bicor: seq1: float seq -> seq2: float seq -> float
<summary>Biweighted Midcorrelation. This is a median based correlation measure which is more robust against outliers.</summary>
<remarks></remarks>
<param name="seq1"></param>
<param name="seq2"></param>
<returns></returns>
<example><code></code></example>
val table: GenericChart.GenericChart
val header: string list
val rows: string list list
val sprintf: format: Printf.StringFormat<'T> -> 'T
type Chart =
static member AnnotatedHeatmap: zData: #('a1 seq) seq * annotationText: #(string seq) seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?Name: string * [<Optional; DefaultParameterValue ((null :> obj))>] ?ShowLegend: bool * [<Optional; DefaultParameterValue ((null :> obj))>] ?Opacity: float * [<Optional; DefaultParameterValue ((null :> obj))>] ?X: 'a3 seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?MultiX: 'a3 seq seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?XGap: int * [<Optional; DefaultParameterValue ((null :> obj))>] ?Y: 'a4 seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?MultiY: 'a4 seq seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?YGap: int * [<Optional; DefaultParameterValue ((null :> obj))>] ?Text: 'a5 * [<Optional; DefaultParameterValue ((null :> obj))>] ?MultiText: 'a5 seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?ColorBar: ColorBar * [<Optional; DefaultParameterValue ((null :> obj))>] ?ColorScale: Colorscale * [<Optional; DefaultParameterValue ((null :> obj))>] ?ShowScale: bool * [<Optional; DefaultParameterValue ((null :> obj))>] ?ReverseScale: bool * [<Optional; DefaultParameterValue ((null :> obj))>] ?ZSmooth: SmoothAlg * [<Optional; DefaultParameterValue ((null :> obj))>] ?Transpose: bool * [<Optional; DefaultParameterValue ((false :> obj))>] ?UseWebGL: bool * [<Optional; DefaultParameterValue ((false :> obj))>] ?ReverseYAxis: bool * [<Optional; DefaultParameterValue ((true :> obj))>] ?UseDefaults: bool -> GenericChart (requires 'a1 :> IConvertible and 'a3 :> IConvertible and 'a4 :> IConvertible and 'a5 :> IConvertible) + 1 overload
static member Area: x: #IConvertible seq * y: #IConvertible seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?ShowMarkers: bool * [<Optional; DefaultParameterValue ((null :> obj))>] ?Name: string * [<Optional; DefaultParameterValue ((null :> obj))>] ?ShowLegend: bool * [<Optional; DefaultParameterValue ((null :> obj))>] ?Opacity: float * [<Optional; DefaultParameterValue ((null :> obj))>] ?MultiOpacity: float seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?Text: 'a2 * [<Optional; DefaultParameterValue ((null :> obj))>] ?MultiText: 'a2 seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?TextPosition: TextPosition * [<Optional; DefaultParameterValue ((null :> obj))>] ?MultiTextPosition: TextPosition seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?MarkerColor: Color * [<Optional; DefaultParameterValue ((null :> obj))>] ?MarkerColorScale: Colorscale * [<Optional; DefaultParameterValue ((null :> obj))>] ?MarkerOutline: Line * [<Optional; DefaultParameterValue ((null :> obj))>] ?MarkerSymbol: MarkerSymbol * [<Optional; DefaultParameterValue ((null :> obj))>] ?MultiMarkerSymbol: MarkerSymbol seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?Marker: Marker * [<Optional; DefaultParameterValue ((null :> obj))>] ?LineColor: Color * [<Optional; DefaultParameterValue ((null :> obj))>] ?LineColorScale: Colorscale * [<Optional; DefaultParameterValue ((null :> obj))>] ?LineWidth: float * [<Optional; DefaultParameterValue ((null :> obj))>] ?LineDash: DrawingStyle * [<Optional; DefaultParameterValue ((null :> obj))>] ?Line: Line * [<Optional; DefaultParameterValue ((null :> obj))>] ?AlignmentGroup: string * [<Optional; DefaultParameterValue ((null :> obj))>] ?OffsetGroup: string * [<Optional; DefaultParameterValue ((null :> obj))>] ?StackGroup: string * [<Optional; DefaultParameterValue ((null :> obj))>] ?Orientation: Orientation * [<Optional; DefaultParameterValue ((null :> obj))>] ?GroupNorm: GroupNorm * [<Optional; DefaultParameterValue ((null :> obj))>] ?FillColor: Color * [<Optional; DefaultParameterValue ((null :> obj))>] ?FillPatternShape: PatternShape * [<Optional; DefaultParameterValue ((null :> obj))>] ?FillPattern: Pattern * [<Optional; DefaultParameterValue ((false :> obj))>] ?UseWebGL: bool * [<Optional; DefaultParameterValue ((true :> obj))>] ?UseDefaults: bool -> GenericChart (requires 'a2 :> IConvertible) + 1 overload
static member Bar: values: #IConvertible seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?Keys: 'a1 seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?MultiKeys: 'a1 seq seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?Name: string * [<Optional; DefaultParameterValue ((null :> obj))>] ?ShowLegend: bool * [<Optional; DefaultParameterValue ((null :> obj))>] ?Opacity: float * [<Optional; DefaultParameterValue ((null :> obj))>] ?MultiOpacity: float seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?Text: 'a2 * [<Optional; DefaultParameterValue ((null :> obj))>] ?MultiText: 'a2 seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?MarkerColor: Color * [<Optional; DefaultParameterValue ((null :> obj))>] ?MarkerColorScale: Colorscale * [<Optional; DefaultParameterValue ((null :> obj))>] ?MarkerOutline: Line * [<Optional; DefaultParameterValue ((null :> obj))>] ?MarkerPatternShape: PatternShape * [<Optional; DefaultParameterValue ((null :> obj))>] ?MultiMarkerPatternShape: PatternShape seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?MarkerPattern: Pattern * [<Optional; DefaultParameterValue ((null :> obj))>] ?Marker: Marker * [<Optional; DefaultParameterValue ((null :> obj))>] ?Base: #IConvertible * [<Optional; DefaultParameterValue ((null :> obj))>] ?Width: 'a4 * [<Optional; DefaultParameterValue ((null :> obj))>] ?MultiWidth: 'a4 seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?TextPosition: TextPosition * [<Optional; DefaultParameterValue ((null :> obj))>] ?MultiTextPosition: TextPosition seq * [<Optional; DefaultParameterValue ((true :> obj))>] ?UseDefaults: bool -> GenericChart (requires 'a1 :> IConvertible and 'a2 :> IConvertible and 'a4 :> IConvertible) + 1 overload
static member BoxPlot: [<Optional; DefaultParameterValue ((null :> obj))>] ?X: 'a0 seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?MultiX: 'a0 seq seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?Y: 'a1 seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?MultiY: 'a1 seq seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?Name: string * [<Optional; DefaultParameterValue ((null :> obj))>] ?ShowLegend: bool * [<Optional; DefaultParameterValue ((null :> obj))>] ?Text: 'a2 * [<Optional; DefaultParameterValue ((null :> obj))>] ?MultiText: 'a2 seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?FillColor: Color * [<Optional; DefaultParameterValue ((null :> obj))>] ?MarkerColor: Color * [<Optional; DefaultParameterValue ((null :> obj))>] ?Marker: Marker * [<Optional; DefaultParameterValue ((null :> obj))>] ?Opacity: float * [<Optional; DefaultParameterValue ((null :> obj))>] ?WhiskerWidth: float * [<Optional; DefaultParameterValue ((null :> obj))>] ?BoxPoints: BoxPoints * [<Optional; DefaultParameterValue ((null :> obj))>] ?BoxMean: BoxMean * [<Optional; DefaultParameterValue ((null :> obj))>] ?Jitter: float * [<Optional; DefaultParameterValue ((null :> obj))>] ?PointPos: float * [<Optional; DefaultParameterValue ((null :> obj))>] ?Orientation: Orientation * [<Optional; DefaultParameterValue ((null :> obj))>] ?OutlineColor: Color * [<Optional; DefaultParameterValue ((null :> obj))>] ?OutlineWidth: float * [<Optional; DefaultParameterValue ((null :> obj))>] ?Outline: Line * [<Optional; DefaultParameterValue ((null :> obj))>] ?AlignmentGroup: string * [<Optional; DefaultParameterValue ((null :> obj))>] ?OffsetGroup: string * [<Optional; DefaultParameterValue ((null :> obj))>] ?Notched: bool * [<Optional; DefaultParameterValue ((null :> obj))>] ?NotchWidth: float * [<Optional; DefaultParameterValue ((null :> obj))>] ?QuartileMethod: QuartileMethod * [<Optional; DefaultParameterValue ((true :> obj))>] ?UseDefaults: bool -> GenericChart (requires 'a0 :> IConvertible and 'a1 :> IConvertible and 'a2 :> IConvertible) + 2 overloads
static member Bubble: x: #IConvertible seq * y: #IConvertible seq * sizes: int seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?Name: string * [<Optional; DefaultParameterValue ((null :> obj))>] ?ShowLegend: bool * [<Optional; DefaultParameterValue ((null :> obj))>] ?Opacity: float * [<Optional; DefaultParameterValue ((null :> obj))>] ?MultiOpacity: float seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?Text: 'a2 * [<Optional; DefaultParameterValue ((null :> obj))>] ?MultiText: 'a2 seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?TextPosition: TextPosition * [<Optional; DefaultParameterValue ((null :> obj))>] ?MultiTextPosition: TextPosition seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?MarkerColor: Color * [<Optional; DefaultParameterValue ((null :> obj))>] ?MarkerColorScale: Colorscale * [<Optional; DefaultParameterValue ((null :> obj))>] ?MarkerOutline: Line * [<Optional; DefaultParameterValue ((null :> obj))>] ?MarkerSymbol: MarkerSymbol * [<Optional; DefaultParameterValue ((null :> obj))>] ?MultiMarkerSymbol: MarkerSymbol seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?Marker: Marker * [<Optional; DefaultParameterValue ((null :> obj))>] ?LineColor: Color * [<Optional; DefaultParameterValue ((null :> obj))>] ?LineColorScale: Colorscale * [<Optional; DefaultParameterValue ((null :> obj))>] ?LineWidth: float * [<Optional; DefaultParameterValue ((null :> obj))>] ?LineDash: DrawingStyle * [<Optional; DefaultParameterValue ((null :> obj))>] ?Line: Line * [<Optional; DefaultParameterValue ((null :> obj))>] ?AlignmentGroup: string * [<Optional; DefaultParameterValue ((null :> obj))>] ?OffsetGroup: string * [<Optional; DefaultParameterValue ((null :> obj))>] ?StackGroup: string * [<Optional; DefaultParameterValue ((null :> obj))>] ?Orientation: Orientation * [<Optional; DefaultParameterValue ((null :> obj))>] ?GroupNorm: GroupNorm * [<Optional; DefaultParameterValue ((false :> obj))>] ?UseWebGL: bool * [<Optional; DefaultParameterValue ((true :> obj))>] ?UseDefaults: bool -> GenericChart (requires 'a2 :> IConvertible) + 1 overload
static member Candlestick: ``open`` : #IConvertible seq * high: #IConvertible seq * low: #IConvertible seq * close: #IConvertible seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?X: 'a4 seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?MultiX: 'a4 seq seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?Name: string * [<Optional; DefaultParameterValue ((null :> obj))>] ?ShowLegend: bool * [<Optional; DefaultParameterValue ((null :> obj))>] ?Opacity: float * [<Optional; DefaultParameterValue ((null :> obj))>] ?Text: 'a5 * [<Optional; DefaultParameterValue ((null :> obj))>] ?MultiText: 'a5 seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?Line: Line * [<Optional; DefaultParameterValue ((null :> obj))>] ?IncreasingColor: Color * [<Optional; DefaultParameterValue ((null :> obj))>] ?Increasing: FinanceMarker * [<Optional; DefaultParameterValue ((null :> obj))>] ?DecreasingColor: Color * [<Optional; DefaultParameterValue ((null :> obj))>] ?Decreasing: FinanceMarker * [<Optional; DefaultParameterValue ((null :> obj))>] ?WhiskerWidth: float * [<Optional; DefaultParameterValue ((true :> obj))>] ?ShowXAxisRangeSlider: bool * [<Optional; DefaultParameterValue ((true :> obj))>] ?UseDefaults: bool -> GenericChart (requires 'a4 :> IConvertible and 'a5 :> IConvertible) + 2 overloads
static member Column: values: #IConvertible seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?Keys: 'a1 seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?MultiKeys: 'a1 seq seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?Name: string * [<Optional; DefaultParameterValue ((null :> obj))>] ?ShowLegend: bool * [<Optional; DefaultParameterValue ((null :> obj))>] ?Opacity: float * [<Optional; DefaultParameterValue ((null :> obj))>] ?MultiOpacity: float seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?Text: 'a2 * [<Optional; DefaultParameterValue ((null :> obj))>] ?MultiText: 'a2 seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?MarkerColor: Color * [<Optional; DefaultParameterValue ((null :> obj))>] ?MarkerColorScale: Colorscale * [<Optional; DefaultParameterValue ((null :> obj))>] ?MarkerOutline: Line * [<Optional; DefaultParameterValue ((null :> obj))>] ?MarkerPatternShape: PatternShape * [<Optional; DefaultParameterValue ((null :> obj))>] ?MultiMarkerPatternShape: PatternShape seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?MarkerPattern: Pattern * [<Optional; DefaultParameterValue ((null :> obj))>] ?Marker: Marker * [<Optional; DefaultParameterValue ((null :> obj))>] ?Base: #IConvertible * [<Optional; DefaultParameterValue ((null :> obj))>] ?Width: 'a4 * [<Optional; DefaultParameterValue ((null :> obj))>] ?MultiWidth: 'a4 seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?TextPosition: TextPosition * [<Optional; DefaultParameterValue ((null :> obj))>] ?MultiTextPosition: TextPosition seq * [<Optional; DefaultParameterValue ((true :> obj))>] ?UseDefaults: bool -> GenericChart (requires 'a1 :> IConvertible and 'a2 :> IConvertible and 'a4 :> IConvertible) + 1 overload
static member Contour: zData: #('a1 seq) seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?Name: string * [<Optional; DefaultParameterValue ((null :> obj))>] ?ShowLegend: bool * [<Optional; DefaultParameterValue ((null :> obj))>] ?Opacity: float * [<Optional; DefaultParameterValue ((null :> obj))>] ?X: 'a2 seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?MultiX: 'a2 seq seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?Y: 'a3 seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?MultiY: 'a3 seq seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?Text: 'a4 * [<Optional; DefaultParameterValue ((null :> obj))>] ?MultiText: 'a4 seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?ColorBar: ColorBar * [<Optional; DefaultParameterValue ((null :> obj))>] ?ColorScale: Colorscale * [<Optional; DefaultParameterValue ((null :> obj))>] ?ShowScale: bool * [<Optional; DefaultParameterValue ((null :> obj))>] ?ReverseScale: bool * [<Optional; DefaultParameterValue ((null :> obj))>] ?Transpose: bool * [<Optional; DefaultParameterValue ((null :> obj))>] ?ContourLineColor: Color * [<Optional; DefaultParameterValue ((null :> obj))>] ?ContourLineDash: DrawingStyle * [<Optional; DefaultParameterValue ((null :> obj))>] ?ContourLineSmoothing: float * [<Optional; DefaultParameterValue ((null :> obj))>] ?ContourLine: Line * [<Optional; DefaultParameterValue ((null :> obj))>] ?ContoursColoring: ContourColoring * [<Optional; DefaultParameterValue ((null :> obj))>] ?ContoursOperation: ConstraintOperation * [<Optional; DefaultParameterValue ((null :> obj))>] ?ContoursType: ContourType * [<Optional; DefaultParameterValue ((null :> obj))>] ?ShowContourLabels: bool * [<Optional; DefaultParameterValue ((null :> obj))>] ?ContourLabelFont: Font * [<Optional; DefaultParameterValue ((null :> obj))>] ?Contours: Contours * [<Optional; DefaultParameterValue ((null :> obj))>] ?FillColor: Color * [<Optional; DefaultParameterValue ((null :> obj))>] ?NContours: int * [<Optional; DefaultParameterValue ((true :> obj))>] ?UseDefaults: bool -> GenericChart (requires 'a1 :> IConvertible and 'a2 :> IConvertible and 'a3 :> IConvertible and 'a4 :> IConvertible)
static member Funnel: x: #IConvertible seq * y: #IConvertible seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?Name: string * [<Optional; DefaultParameterValue ((null :> obj))>] ?ShowLegend: bool * [<Optional; DefaultParameterValue ((null :> obj))>] ?Opacity: float * [<Optional; DefaultParameterValue ((null :> obj))>] ?Width: float * [<Optional; DefaultParameterValue ((null :> obj))>] ?Offset: float * [<Optional; DefaultParameterValue ((null :> obj))>] ?Text: 'a2 * [<Optional; DefaultParameterValue ((null :> obj))>] ?MultiText: 'a2 seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?TextPosition: TextPosition * [<Optional; DefaultParameterValue ((null :> obj))>] ?MultiTextPosition: TextPosition seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?Orientation: Orientation * [<Optional; DefaultParameterValue ((null :> obj))>] ?AlignmentGroup: string * [<Optional; DefaultParameterValue ((null :> obj))>] ?OffsetGroup: string * [<Optional; DefaultParameterValue ((null :> obj))>] ?MarkerColor: Color * [<Optional; DefaultParameterValue ((null :> obj))>] ?MarkerOutline: Line * [<Optional; DefaultParameterValue ((null :> obj))>] ?Marker: Marker * [<Optional; DefaultParameterValue ((null :> obj))>] ?TextInfo: TextInfo * [<Optional; DefaultParameterValue ((null :> obj))>] ?ConnectorLineColor: Color * [<Optional; DefaultParameterValue ((null :> obj))>] ?ConnectorLineStyle: DrawingStyle * [<Optional; DefaultParameterValue ((null :> obj))>] ?ConnectorFillColor: Color * [<Optional; DefaultParameterValue ((null :> obj))>] ?ConnectorLine: Line * [<Optional; DefaultParameterValue ((null :> obj))>] ?Connector: FunnelConnector * [<Optional; DefaultParameterValue ((null :> obj))>] ?InsideTextFont: Font * [<Optional; DefaultParameterValue ((null :> obj))>] ?OutsideTextFont: Font * [<Optional; DefaultParameterValue ((true :> obj))>] ?UseDefaults: bool -> GenericChart (requires 'a2 :> IConvertible)
static member Heatmap: zData: #('a1 seq) seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?X: 'a2 seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?MultiX: 'a2 seq seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?Y: 'a3 seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?MultiY: 'a3 seq seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?Name: string * [<Optional; DefaultParameterValue ((null :> obj))>] ?ShowLegend: bool * [<Optional; DefaultParameterValue ((null :> obj))>] ?Opacity: float * [<Optional; DefaultParameterValue ((null :> obj))>] ?XGap: int * [<Optional; DefaultParameterValue ((null :> obj))>] ?YGap: int * [<Optional; DefaultParameterValue ((null :> obj))>] ?Text: 'a4 * [<Optional; DefaultParameterValue ((null :> obj))>] ?MultiText: 'a4 seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?ColorBar: ColorBar * [<Optional; DefaultParameterValue ((null :> obj))>] ?ColorScale: Colorscale * [<Optional; DefaultParameterValue ((null :> obj))>] ?ShowScale: bool * [<Optional; DefaultParameterValue ((null :> obj))>] ?ReverseScale: bool * [<Optional; DefaultParameterValue ((null :> obj))>] ?ZSmooth: SmoothAlg * [<Optional; DefaultParameterValue ((null :> obj))>] ?Transpose: bool * [<Optional; DefaultParameterValue ((false :> obj))>] ?UseWebGL: bool * [<Optional; DefaultParameterValue ((false :> obj))>] ?ReverseYAxis: bool * [<Optional; DefaultParameterValue ((true :> obj))>] ?UseDefaults: bool -> GenericChart (requires 'a1 :> IConvertible and 'a2 :> IConvertible and 'a3 :> IConvertible and 'a4 :> IConvertible) + 1 overload
...
static member Chart.Table: header: TraceObjects.TableHeader * cells: TraceObjects.TableCells * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?Name: string * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?ColumnOrder: int seq * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?ColumnWidth: float * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?MultiColumnWidth: float seq * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((true :> obj))>] ?UseDefaults: bool -> GenericChart.GenericChart
static member Chart.Table: headerValues: #('b seq) seq * cellsValues: #('d seq) seq * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((true :> obj))>] ?TransposeCells: bool * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?HeaderAlign: StyleParam.HorizontalAlign * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?HeaderMultiAlign: StyleParam.HorizontalAlign seq * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?HeaderFillColor: Color * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?HeaderHeight: int * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?HeaderOutlineColor: Color * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?HeaderOutlineWidth: float * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?HeaderOutlineMultiWidth: float seq * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?HeaderOutline: Line * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?CellsAlign: StyleParam.HorizontalAlign * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?CellsMultiAlign: StyleParam.HorizontalAlign seq * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?CellsFillColor: Color * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?CellsHeight: int * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?CellsOutlineColor: Color * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?CellsOutlineWidth: float * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?CellsOutlineMultiWidth: float seq * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?CellsOutline: Line * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?Name: string * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?ColumnOrder: int seq * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?ColumnWidth: float * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?MultiColumnWidth: float seq * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((true :> obj))>] ?UseDefaults: bool -> GenericChart.GenericChart (requires 'b :> System.IConvertible and 'd :> System.IConvertible)
type Color =
override Equals: other: obj -> bool
override GetHashCode: unit -> int
static member fromARGB: a: int -> r: int -> g: int -> b: int -> Color
static member fromColorScaleValues: c: #IConvertible seq -> Color
static member fromColors: c: Color seq -> Color
static member fromHex: s: string -> Color
static member fromKeyword: c: ColorKeyword -> Color
static member fromRGB: r: int -> g: int -> b: int -> Color
static member fromString: c: string -> Color
member Value: obj
<summary>
Plotly color can be a single color, a sequence of colors, or a sequence of numeric values referencing the color of the colorscale obj
</summary>
static member Color.fromHex: s: string -> Color
static member Color.fromString: c: string -> Color
module GenericChart
from Plotly.NET
<summary>
Module to represent a GenericChart
</summary>
val toChartHTML: gChart: GenericChart.GenericChart -> string
val seqA: float list
val seqB: float list
Multiple items
module List
from FSharp.Stats
<summary>
Module to compute common statistical measure on list
</summary>
--------------------
module List
from Microsoft.FSharp.Collections
--------------------
type List =
new: unit -> List
static member geomspace: start: float * stop: float * num: int * ?IncludeEndpoint: bool -> float list
static member linspace: start: float * stop: float * num: int * ?IncludeEndpoint: bool -> float list
--------------------
type List<'T> =
| op_Nil
| op_ColonColon of Head: 'T * Tail: 'T list
interface IReadOnlyList<'T>
interface IReadOnlyCollection<'T>
interface IEnumerable
interface IEnumerable<'T>
member GetReverseIndex: rank: int * offset: int -> int
member GetSlice: startIndex: int option * endIndex: int option -> 'T list
static member Cons: head: 'T * tail: 'T list -> 'T list
member Head: 'T
member IsEmpty: bool
member Item: index: int -> 'T with get
...
--------------------
new: unit -> List
val map: mapping: ('T -> 'U) -> list: 'T list -> 'U list
val sin: value: 'T -> 'T (requires member Sin)
val noTiesTauA: float
val kendallTauA: seq1: 'a seq -> seq2: 'b seq -> float (requires comparison and comparison)
<summary>Kendall Correlation Coefficient</summary>
<remarks>Computes Kendall Tau-a rank correlation coefficient between two sequences of observations. No adjustment is made for ties.
tau_a = (n_c - n_d) / n_0, where
<list><item><term>n_c: </term><description>Number of concordant pairs.</description></item><item><term>n_d: </term><description>Number of discordant pairs.</description></item><item><term>n_0: </term><description>n*(n-1)/2 where n is the number of observations.</description></item></list></remarks>
<param name="seq1">The first sequence of observations.</param>
<param name="seq2">The second sequence of observations.</param>
<returns>Kendall Tau-a rank correlation coefficient of setA and setB</returns>
<example><code>
let x = [5.05;6.75;3.21;2.66]
let y = [1.65;26.5;-0.64;6.95]
Seq.kendallTauA x y // evaluates to 0.3333333333
</code></example>
val noTiesTauB: float
val kendallTauB: seq1: 'a seq -> seq2: 'b seq -> float (requires comparison and comparison)
<summary>Kendall Correlation Coefficient</summary>
<remarks>Computes Kendall Tau-b rank correlation coefficient between two sequences of observations. Tau-b is used to adjust for ties.
tau_b = (n_c - n_d) / sqrt((n_0 - n_1) * (n_0 - n_2)), where
<list><item><term>n_c: </term><description>Number of concordant pairs.</description></item><item><term>n_d: </term><description>Number of discordant pairs.</description></item><item><term>n_0: </term><description>n*(n-1)/2 where n is the number of observations.</description></item><item><term>n_1: </term><description>sum_i(t_i(t_i-1)/2) where t_i is the number of pairs of observations with the same x value.</description></item><item><term>n_2: </term><description>sum_i(u_i(u_i-1)/2) where u_i is the number of pairs of observations with the same y value.</description></item></list></remarks>
<param name="seq1">The first sequence of observations.</param>
<param name="seq2">The second sequence of observations.</param>
<returns>Kendall Tau-b rank correlation coefficient of seq1 and seq2</returns>
<example><code>
let x = [5.05;6.75;3.21;2.66]
let y = [1.65;26.5;-0.64;6.95]
Seq.kendallTauB x y // evaluates to 0.3333333333
</code></example>
val noTiesTauC: float
val kendallTauC: seq1: 'a seq -> seq2: 'b seq -> float (requires comparison and comparison)
<summary>Kendall Correlation Coefficient</summary>
<remarks>Computes Kendall Tau-c rank correlation coefficient between two sequences of observations. Tau-c is used to adjust for ties which is preferred to Tau-b when x and y have a different number of possible values.
tau_c = 2(n_c - n_d) / (n^2 * (m-1)/m), where
<list><item><term>n_c: </term><description>Number of concordant pairs.</description></item><item><term>n_d: </term><description>Number of discordant pairs.</description></item><item><term>n: </term><description>The number of observations.</description></item><item><term>m: </term><description>The lesser of the distinct x count and distinct y count.</description></item></list></remarks>
<param name="seq1">The first sequence of observations.</param>
<param name="seq2">The second sequence of observations.</param>
<returns>Kendall Tau-c rank correlation coefficient of seq1 and seq2</returns>
<example><code>
let x = [1;1;1;2;2;2;3;3;3]
let y = [2;2;4;4;6;6;8;8;10]
Seq.kendallTauA x y // evaluates to 0.7222222222
Seq.kendallTauB x y // evaluates to 0.8845379627
Seq.kendallTauC x y // evaluates to 0.962962963
</code></example>
val seqC: float list
val seqD: float list
val tiesTauA: float
val tiesTauB: float
val tiesTauC: float
val tableKendall: GenericChart.GenericChart
val m: Matrix<float>
val matrix: ll: #('b seq) seq -> Matrix<'b> (requires 'b :> System.Numerics.INumber<'b> and default constructor and value type and comparison and 'b :> System.ValueType)
val pearsonCorrelationMatrix: Matrix<float>
module Matrix
from FSharp.Stats.Correlation
<summary>
Contains correlation functions optimized for matrices
</summary>
val rowWiseCorrelationMatrix: corrFunction: (float seq -> float seq -> float) -> m: Matrix<float> -> Matrix<float>
<summary>computes a matrix that contains the metric given by the corrFunction parameter applied rowwise for every row against every other row of the input matrix</summary>
<remarks></remarks>
<param name="corrFunction"></param>
<param name="m"></param>
<returns></returns>
<example><code></code></example>
module Seq
from FSharp.Stats.Correlation
<summary>
Contains correlation functions optimized for sequences
</summary>
val table2: GenericChart.GenericChart
val cellcolors: Color
val mapColor: min: float -> max: float -> value: float -> Color
val min: float
val max: float
val value: float
val proportion: int
Multiple items
val int: value: 'T -> int (requires member op_Explicit)
--------------------
type int = int32
--------------------
type int<'Measure> =
int
static member Color.fromARGB: a: int -> r: int -> g: int -> b: int -> Color
member Matrix.toJaggedArray: unit -> 'T array array
module JaggedArray
from FSharp.Stats
val map: mapping: ('T -> 'U) -> jArray: 'T array array -> 'U array array
<summary>Builds a new jagged array whose inner arrays are the results of applying the given function to each of their elements.</summary>
<remarks></remarks>
<param name="mapping"></param>
<param name="jArray"></param>
<returns></returns>
<example><code></code></example>
val transpose: arr: 'T array array -> 'T array array
<summary>Transposes a jagged array</summary>
<remarks>inner collections (rows) have to be of equal length</remarks>
<param name="arr"></param>
<returns></returns>
<example><code></code></example>
Multiple items
module Array
from FSharp.Stats
<summary>
Module to compute common statistical measure on array
</summary>
--------------------
module Array
from Microsoft.FSharp.Collections
--------------------
type Array =
new: unit -> Array
static member geomspace: start: float * stop: float * num: int * ?IncludeEndpoint: bool -> float array
static member linspace: start: float * stop: float * num: int * ?IncludeEndpoint: bool -> float array
--------------------
new: unit -> Array
val map: mapping: ('T -> 'U) -> array: 'T array -> 'U array
static member Color.fromColors: c: Color seq -> Color
val values: string array array
namespace FSharp.Stats.Distributions
namespace FSharp.Stats.Distributions.Continuous
val lags: int list
val x: float list
val gaussPDF: (float -> float)
type Normal =
static member CDF: mu: float -> sigma: float -> x: float -> float
static member CheckParam: mu: float -> sigma: float -> unit
static member Estimate: samples: float seq -> ContinuousDistribution<float,float>
static member Init: mu: float -> sigma: float -> ContinuousDistribution<float,float>
static member InvCDF: mu: float -> sigma: float -> p: float -> float
static member Mean: mu: float -> sigma: float -> float
static member Mode: mu: float -> sigma: float -> float
static member PDF: mu: float -> sigma: float -> x: float -> float
static member Sample: mu: float -> sigma: float -> float
static member SampleUnchecked: mu: float -> sigma: float -> float
...
<summary>
Normal distribution.
</summary>
static member Normal.PDF: mu: float -> sigma: float -> x: float -> float
val yGauss: Vector<float>
val vector: l: 'a seq -> Vector<'a> (requires 'a :> System.Numerics.INumber<'a>)
val autoCorrGauss: float list
val lag: int
val autoCorrelation: lag: int -> v1: Vector<float> -> float
<summary>computes the sample auto correlation (using pearson correlation) of a signal at a given lag.</summary>
<remarks></remarks>
<param name="lag"></param>
<param name="v1"></param>
<returns></returns>
<example><code></code></example>
val gaussAC: GenericChart.GenericChart
static member Chart.Point: xy: (#System.IConvertible * #System.IConvertible) seq * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?Name: string * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?ShowLegend: bool * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?Opacity: float * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?MultiOpacity: float seq * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?Text: 'a2 * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?MultiText: 'a2 seq * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?TextPosition: StyleParam.TextPosition * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?MultiTextPosition: StyleParam.TextPosition seq * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?MarkerColor: Color * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?MarkerColorScale: StyleParam.Colorscale * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?MarkerOutline: Line * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?MarkerSymbol: StyleParam.MarkerSymbol * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?MultiMarkerSymbol: StyleParam.MarkerSymbol seq * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?Marker: TraceObjects.Marker * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?AlignmentGroup: string * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?OffsetGroup: string * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?StackGroup: string * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?Orientation: StyleParam.Orientation * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?GroupNorm: StyleParam.GroupNorm * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((false :> obj))>] ?UseWebGL: bool * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((true :> obj))>] ?UseDefaults: bool -> GenericChart.GenericChart (requires 'a2 :> System.IConvertible)
static member Chart.Point: x: #System.IConvertible seq * y: #System.IConvertible seq * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?Name: string * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?ShowLegend: bool * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?Opacity: float * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?MultiOpacity: float seq * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?Text: 'c * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?MultiText: 'c seq * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?TextPosition: StyleParam.TextPosition * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?MultiTextPosition: StyleParam.TextPosition seq * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?MarkerColor: Color * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?MarkerColorScale: StyleParam.Colorscale * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?MarkerOutline: Line * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?MarkerSymbol: StyleParam.MarkerSymbol * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?MultiMarkerSymbol: StyleParam.MarkerSymbol seq * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?Marker: TraceObjects.Marker * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?AlignmentGroup: string * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?OffsetGroup: string * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?StackGroup: string * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?Orientation: StyleParam.Orientation * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?GroupNorm: StyleParam.GroupNorm * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((false :> obj))>] ?UseWebGL: bool * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((true :> obj))>] ?UseDefaults: bool -> GenericChart.GenericChart (requires 'c :> System.IConvertible)
static member Chart.withTraceInfo: [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?Name: string * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?Visible: StyleParam.Visible * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?ShowLegend: bool * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?LegendRank: int * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?LegendGroup: string * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?LegendGroupTitle: Title -> (GenericChart.GenericChart -> GenericChart.GenericChart)
static member Chart.withTitle: title: Title -> (GenericChart.GenericChart -> GenericChart.GenericChart)
static member Chart.withTitle: title: string * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?TitleFont: Font -> (GenericChart.GenericChart -> GenericChart.GenericChart)
val c: GenericChart.GenericChart
static member Chart.withTemplate: template: Template -> (GenericChart.GenericChart -> GenericChart.GenericChart)
module ChartTemplates
from Plotly.NET
val lightMirrored: Template
static member Chart.Grid: [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?SubPlots: (StyleParam.LinearAxisId * StyleParam.LinearAxisId) array array * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?XAxes: StyleParam.LinearAxisId array * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?YAxes: StyleParam.LinearAxisId array * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?RowOrder: StyleParam.LayoutGridRowOrder * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?Pattern: StyleParam.LayoutGridPattern * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?XGap: float * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?YGap: float * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?Domain: LayoutObjects.Domain * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?XSide: StyleParam.LayoutGridXSide * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?YSide: StyleParam.LayoutGridYSide -> (#('a1 seq) -> GenericChart.GenericChart) (requires 'a1 :> GenericChart.GenericChart seq)
static member Chart.Grid: nRows: int * nCols: int * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?SubPlots: (StyleParam.LinearAxisId * StyleParam.LinearAxisId) array array * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?XAxes: StyleParam.LinearAxisId array * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?YAxes: StyleParam.LinearAxisId array * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?RowOrder: StyleParam.LayoutGridRowOrder * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?Pattern: StyleParam.LayoutGridPattern * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?XGap: float * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?YGap: float * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?Domain: LayoutObjects.Domain * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?XSide: StyleParam.LayoutGridXSide * [<System.Runtime.InteropServices.Optional; System.Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?YSide: StyleParam.LayoutGridYSide -> (#(GenericChart.GenericChart seq) -> GenericChart.GenericChart)