include/vinecopulib/misc/implementation/tools_stats.ipp
//! calculates the pairwise maximum correlation coefficient.
calculates the pairwise maximum correlation coefficient.
calculates the pairwise maximum correlation coefficient .
inline double
pairwise_mcor(const Eigen::MatrixXd& x, const Eigen::VectorXd& weights)
{
  Eigen::MatrixXd phi = ace(x, weights);
  return wdm::wdm(phi, "cor", weights)(0, 1);
}
inline double pairwise_mcor ( const Eigen :: MatrixXd & x , const Eigen :: VectorXd & weights ) { Eigen :: MatrixXd phi = ace ( x , weights ) ; return wdm :: wdm ( phi , " " , weights ) ( 0 , 1 ) ; }
calculates the pairwise maximum correlation coefficient.
calculates the pairwise maximum correlation coefficient .