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Implemented spearman correlation and added correaltion_type
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‎docs/HTML/CorrVisitor.html

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-->
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<!DOCTYPE html>
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<html>
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<style>
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.frac {
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display: inline-block;
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position: relative;
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vertical-align: middle;
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letter-spacing: 0.001em;
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text-align: center;
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}
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.frac > span {
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display: block;
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padding-top: 0.01em;
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padding-bottom: 0.01em;
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}
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.frac span.bottom {
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border-top: thin solid white;
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padding-top: 0.4em;
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padding-bottom: 0.3em;
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}
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.frac span.symbol { display: none; }
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</style>
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<body>
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<table align="center" border="1">
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<tr bgcolor="lightblue">
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<th>Signature</th> <th>Description</th>
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</tr>
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<tr bgcolor="lightgrey">
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<td bgcolor="maroon"> <font color="white">
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<PRE><B>
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enum class correlation_type : unsigned char {
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pearson = 1, // &Rho; = <div class="frac"> <span>COV(X, Y)</span> <span class="symbol">/</span> <span class="bottom">&sigma;(X) * &sigma;(Y)</span> </div>
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// d<sub>i</sub> is the difference in rank of X member vs. Y member
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//
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spearman = 2, // &Rho; = 1 - <div class="frac"> <span>6 * &sum;d<sub>i</sub><sup>2</sup></span> <span class="symbol">/</span> <span class="bottom">n * (n<sup>2</sup> - 1)</span> </div>
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}; </font></B></PRE>
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</td>
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<td>
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This specifies different correlation types.<BR>
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</td>
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</tr>
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</table>
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<BR>
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<table align="center" border="1">
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<tr bgcolor="lightblue">
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This functor class calculates the correlation of two given columns.<BR>
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<I>
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<PRE>
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explicit CorrVisitor (bool bias = true);
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explicit CorrVisitor(correlation_type t = correlation_type::pearson,
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bool bias = true);
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</PRE>
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</I>
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</td>
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</table>
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<pre style='color:#000000;background:#ffffff;'> <span style='color:#666616; '>std</span><span style='color:#800080; '>::</span><span style='color:#603000; '>cout</span> <span style='color:#808030; '>&lt;</span><span style='color:#808030; '>&lt;</span> <span style='color:#800000; '>"</span><span style='color:#0f69ff; '>\n</span><span style='color:#0000e6; '>Testing Correlation Visitor ...</span><span style='color:#800000; '>"</span> <span style='color:#808030; '>&lt;</span><span style='color:#808030; '>&lt;</span> <span style='color:#666616; '>std</span><span style='color:#800080; '>::</span><span style='color:#603000; '>endl</span><span style='color:#800080; '>;</span>
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CorrVisitor<span style='color:#800080; '>&lt;</span><span style='color:#800000; font-weight:bold; '>double</span><span style='color:#800080; '>></span> corr_visitor<span style='color:#800080; '>;</span>
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<span style='color:#800000; font-weight:bold; '>auto</span> fut10 <span style='color:#808030; '>=</span> df<span style='color:#808030; '>.</span>visit_async<span style='color:#800080; '>&lt;</span><span style='color:#800000; font-weight:bold; '>double</span><span style='color:#808030; '>,</span> <span style='color:#800000; font-weight:bold; '>double</span><span style='color:#800080; '>></span><span style='color:#808030; '>(</span><span style='color:#800000; '>"</span><span style='color:#0000e6; '>dbl_col</span><span style='color:#800000; '>"</span><span style='color:#808030; '>,</span> <span style='color:#800000; '>"</span><span style='color:#0000e6; '>dbl_col_2</span><span style='color:#800000; '>"</span><span style='color:#808030; '>,</span> corr_visitor<span style='color:#808030; '>)</span><span style='color:#800080; '>;</span>
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<span style='color:#800000; font-weight:bold; '>const</span> <span style='color:#800000; font-weight:bold; '>double</span> corr <span style='color:#808030; '>=</span> fut10<span style='color:#808030; '>.</span>get<span style='color:#808030; '>(</span><span style='color:#808030; '>)</span><span style='color:#808030; '>.</span>get_result<span style='color:#808030; '>(</span><span style='color:#808030; '>)</span><span style='color:#800080; '>;</span>
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assert<span style='color:#808030; '>(</span><span style='color:#603000; '>fabs</span><span style='color:#808030; '>(</span>corr <span style='color:#808030; '>-</span> <span style='color:#808030; '>-</span><span style='color:#008000; '>0.358381</span><span style='color:#808030; '>)</span> <span style='color:#808030; '>&lt;</span> <span style='color:#008000; '>0.000001</span><span style='color:#808030; '>)</span><span style='color:#800080; '>;</span>
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</pre>
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<!--Created using ToHtml.com on 2020-05-07 15:50:30 UTC -->
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<pre class="code_syntax" style="color:#000000;background:#ffffff;"><span class="line_wrapper"> <span style="color:#666616; ">std</span><span style="color:#800080; ">::</span><span style="color:#603000; ">cout</span> <span style="color:#808030; ">&lt;</span><span style="color:#808030; ">&lt;</span> <span style="color:#800000; ">"</span><span style="color:#0f69ff; ">\n</span><span style="color:#0000e6; ">Testing Correlation Visitor ...</span><span style="color:#800000; ">"</span> <span style="color:#808030; ">&lt;</span><span style="color:#808030; ">&lt;</span> <span style="color:#666616; ">std</span><span style="color:#800080; ">::</span><span style="color:#603000; ">endl</span><span style="color:#800080; ">;</span></span>
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<span class="line_wrapper"></span>
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<span class="line_wrapper"> CorrVisitor<span style="color:#800080; ">&lt;</span><span style="color:#800000; font-weight:bold; ">double</span><span style="color:#800080; ">&gt;</span> p_corr_visitor<span style="color:#800080; ">;</span></span>
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<span class="line_wrapper"> CorrVisitor<span style="color:#800080; ">&lt;</span><span style="color:#800000; font-weight:bold; ">double</span><span style="color:#800080; ">&gt;</span> s_corr_visitor<span style="color:#808030; ">(</span>correlation_type<span style="color:#800080; ">::</span>spearman<span style="color:#808030; ">)</span><span style="color:#800080; ">;</span></span>
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<span class="line_wrapper"> </span>
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<span class="line_wrapper"> df<span style="color:#808030; ">.</span>single_act_visit<span style="color:#800080; ">&lt;</span><span style="color:#800000; font-weight:bold; ">double</span><span style="color:#808030; ">,</span> <span style="color:#800000; font-weight:bold; ">double</span><span style="color:#800080; ">&gt;</span><span style="color:#808030; ">(</span><span style="color:#800000; ">"</span><span style="color:#0000e6; ">dbl_col</span><span style="color:#800000; ">"</span><span style="color:#808030; ">,</span> <span style="color:#800000; ">"</span><span style="color:#0000e6; ">dbl_col_2</span><span style="color:#800000; ">"</span><span style="color:#808030; ">,</span> s_corr_visitor<span style="color:#808030; ">)</span><span style="color:#800080; ">;</span></span>
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<span class="line_wrapper"></span>
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<span class="line_wrapper"> <span style="color:#800000; font-weight:bold; ">auto</span> fut10 <span style="color:#808030; ">=</span> df<span style="color:#808030; ">.</span>visit_async<span style="color:#800080; ">&lt;</span><span style="color:#800000; font-weight:bold; ">double</span><span style="color:#808030; ">,</span> <span style="color:#800000; font-weight:bold; ">double</span><span style="color:#800080; ">&gt;</span><span style="color:#808030; ">(</span><span style="color:#800000; ">"</span><span style="color:#0000e6; ">dbl_col</span><span style="color:#800000; ">"</span><span style="color:#808030; ">,</span> <span style="color:#800000; ">"</span><span style="color:#0000e6; ">dbl_col_2</span><span style="color:#800000; ">"</span><span style="color:#808030; ">,</span> p_corr_visitor<span style="color:#808030; ">)</span><span style="color:#800080; ">;</span></span>
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<span class="line_wrapper"> <span style="color:#800000; font-weight:bold; ">auto</span> rev_fut10 <span style="color:#808030; ">=</span> df<span style="color:#808030; ">.</span>visit_async<span style="color:#800080; ">&lt;</span><span style="color:#800000; font-weight:bold; ">double</span><span style="color:#808030; ">,</span> <span style="color:#800000; font-weight:bold; ">double</span><span style="color:#800080; ">&gt;</span><span style="color:#808030; ">(</span><span style="color:#800000; ">"</span><span style="color:#0000e6; ">dbl_col</span><span style="color:#800000; ">"</span><span style="color:#808030; ">,</span> <span style="color:#800000; ">"</span><span style="color:#0000e6; ">dbl_col_2</span><span style="color:#800000; ">"</span><span style="color:#808030; ">,</span> rev_p_corr_visitor<span style="color:#808030; ">,</span> <span style="color:#800000; font-weight:bold; ">true</span><span style="color:#808030; ">)</span><span style="color:#800080; ">;</span></span>
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<span class="line_wrapper"> <span style="color:#800000; font-weight:bold; ">const</span> <span style="color:#800000; font-weight:bold; ">double</span> corr <span style="color:#808030; ">=</span> fut10<span style="color:#808030; ">.</span>get<span style="color:#808030; ">(</span><span style="color:#808030; ">)</span><span style="color:#808030; ">.</span>get_result<span style="color:#808030; ">(</span><span style="color:#808030; ">)</span><span style="color:#800080; ">;</span></span>
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<span class="line_wrapper"></span>
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<span class="line_wrapper"> assert<span style="color:#808030; ">(</span><span style="color:#603000; ">fabs</span><span style="color:#808030; ">(</span>corr <span style="color:#808030; ">-</span> <span style="color:#808030; ">-</span><span style="color:#008000; ">0.358381</span><span style="color:#808030; ">)</span> <span style="color:#808030; ">&lt;</span> <span style="color:#008000; ">0.000001</span><span style="color:#808030; ">)</span><span style="color:#800080; ">;</span></span>
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<span class="line_wrapper"> assert<span style="color:#808030; ">(</span><span style="color:#603000; ">fabs</span><span style="color:#808030; ">(</span>s_corr_visitor<span style="color:#808030; ">.</span>get_result<span style="color:#808030; ">(</span><span style="color:#808030; ">)</span> <span style="color:#808030; ">-</span> <span style="color:#808030; ">-</span><span style="color:#008000; ">0.380952</span><span style="color:#808030; ">)</span> <span style="color:#808030; ">&lt;</span> <span style="color:#008000; ">0.000001</span><span style="color:#808030; ">)</span><span style="color:#800080; ">;</span></span>
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<span class="line_wrapper"></span></pre>
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<img src="https://github.com/hosseinmoein/DataFrame/blob/master/docs/LionLookingUp.jpg?raw=true" alt="C++ DataFrame"
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width="200" height="150" style="float:right"/>

‎docs/HTML/DataFrame.html

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<td title="Calculates dot product">struct <a href="https://htmlpreview.github.io/?https://github.com/hosseinmoein/DataFrame/blob/master/docs/HTML/DotProdVisitor.html">DotProdVisitor</a>{ }</td>
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</tr>
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<tr class="item" onmouseover="this.style.backgroundColor='#ffff66';" onmouseout="this.style.backgroundColor='#d4e3e5';">
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<td title="Calculates information Entropy">struct <a href="https://htmlpreview.github.io/?https://github.com/hosseinmoein/DataFrame/blob/master/docs/HTML/EntropyVisitor.html">EntropyVisitor</a>{ }</td>
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</tr>
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<tr class="item" onmouseover="this.style.backgroundColor='#ffff66';" onmouseout="this.style.backgroundColor='#d4e3e5';">
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<td title="Applies calculations in a expanding rolling window">struct <a href="https://htmlpreview.github.io/?https://github.com/hosseinmoein/DataFrame/blob/master/docs/HTML/ExpandingRollAdopter.html">ExpandingRollAdopter</a>{ }</td>
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</tr>
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<td title="Concatenation policies">enum class <a href="https://htmlpreview.github.io/?https://github.com/hosseinmoein/DataFrame/blob/master/docs/HTML/concat.html">concat_policy</a>{ }</td>
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<tr class="item" onmouseover="this.style.backgroundColor='#ffff66';" onmouseout="this.style.backgroundColor='#d4e3e5';">
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<td title="Correlation types">enum class <a href="https://htmlpreview.github.io/?https://github.com/hosseinmoein/DataFrame/blob/master/docs/HTML/CorrVisitor.html">correlation_type</a>{ }</td>
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</tr>
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<tr class="item" onmouseover="this.style.backgroundColor='#ffff66';" onmouseout="this.style.backgroundColor='#d4e3e5';">
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<td title="Specification for time-series decomposition">enum class <a href="https://htmlpreview.github.io/?https://github.com/hosseinmoein/DataFrame/blob/master/docs/HTML/DecomposeVisitor.html">decompose_type</a>{ }</td>
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