CRV.computeCorCoeff: CRV.computeCorCoeff

In AlecuMihai/ContinuousRV: Create and Manipulate Continue Random Variables

Description

Determina coeficientul de corelatie dintre doua v.a. continue folosind densitatea comuna a celor doua variabile si covarianta celor doua.

Usage

CRV.computeCorCoeff(X, Y CRV.cov)

Arguments

X	v.a. construita utilizand ContinuousRV::CRV.
Y	v.a. construita utilizand ContinuousRV::CRV.
CRV.cov	Cov(X, Y).

Value

CorCoeff(X, Y) -: coeficientul de corelatie dintre cele doua v.a.

Examples

X <- CRV(fun = function(x){(2197/5412) * (x**2 + 3*x + 1)}, lo = 0, hi = 12/13)
Y <- CRV(fun = function(x) {20000/7708481 * (2 * x**3 - 2)}, lo = 1, hi = 53/10)
com <- function(x, y) {
x + y
}
cov <- CRV.computeCov(X = X, Y = Y, double.fun = com)
coeff <- CRV.computeCorCoeff(X, Y, cov)

AlecuMihai/ContinuousRV documentation built on Dec. 17, 2021, 7:48 a.m.