Glossary of Terms
- Coefficient of determination
The square of the Pearson’s product-moment correlation coefficient.
- Correlation
Either a linear relationship between linear variables or a statistical dependence in general.
- Kendall rank correlation coefficient
The average of the number of concordant pairs minus the number of discordant pairs.
- Pearson product-momment correlation coefficient
A bilinear function that quantifies the linear relationship between two random variables.
- Spearman’s rho correlation coefficient
The Pearson’s product-moment correlation coefficient computed on the ranks of random variables.
- Trinity of Covariation
A metaphor stating that covariation is coordinated changes in structures.