--- corr ---

Compute the Pearson coreelation of two HESeries, excluding missing value. Two HESeries objects are required to be the same length but do not have to be same index of valid.

corr(...)

# S3 method for heaan_sdk.frame.series.HESeries
corr(series_1, series_2)

# S3 method for default
corr(x = x, ...)

Arguments

series_1:

(HESeries)

series_2:

(HESeries)

Value

HESeries of length 1, containing the correlation between series_1 and series_2.

Examples

if (FALSE) {
params <- heaan_sdk.HEParameter("FGb", "real")
context <- heaan_sdk.Context(
           params,
           key_dir_path = "keys-real",
           load_keys = "all",
           generate_keys = FALSE)

series_1 <- rnorm(100, 5, 10)
series_2 <- rnorm(100, 7, 15)
he_series_1 <- HESeries.from_series(context, series_1)
he_series_2 <- HESeries.from_series(context, series_2)

encrypt(he_series_1)
encrypt(he_series_2)
res <- cov(he_series_1, he_series_2)
decrypt(res)

res <- to_series(res)
}