Heterogeneous Pearson Correlation Coefficient¶
Pearson Correlation Coefficient is a measure of the linear correlation between two variables, X and Y, defined as,
We use an MPC protocol called SPDZ for Heterogeneous Pearson Correlation Coefficient calculation. For more details, one can refer to [README].
How to Use¶
-1 or list of int. If -1 provided, all columns are used for calculation. If a list of int provided, columns with given indexes are used for calculation.
names of columns use for calculation.
if both params are provided, the union of columns indicated are used for calculation.