Extra math functions for Erlang
This library contains the following functions:
- average
- sum
- stdev_sample
- stdev_population
- skew
- kurtosis
- variance
- covariance
- moving_average
- correlation
- correlation_matrix
Most of these are well documented elsewhere except maybe the
correlation_matrix.
The correlation matrix will take in a list of numeric lists
and correlate each list in the collection with all the other lists
of the collection.
The result will look like this:
[{integer(),integer(),float()},
{integer(),integer(),float()},
{integer(),integer(),float()},
{integer(),integer(),float()}]
Where the first int is the index of a list in the collection and the
second integer the index of the list it's being correlated to.
The float is the correlation of the two.
It will give you all possible combinations and their correlation.
Add a sort function to return the correlation_matrix sorted desc/asc.
Add more functions.
Add unit tests.
Add more documentation.
Check out the gh-pages