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Dependence, Regression, and Model Foundations

10 algorithms in Financial Mathematics, Statistics, and Data Foundations · 10 with asserted arithmetic.

In this family#

  1. Scatter Plots, Association, and Nonlinear Patterns verified

    scatterPlotsAssociationAndNonlinearPatterns(input)
  2. Sample Covariance Calculation and Interpretation verified

    sampleCovarianceCalculationAndInterpretation(input)
  3. Pearson Correlation Calculation and Interpretation verified

    pearsonCorrelationCalculationAndInterpretation(input)
  4. Spearman Rank Correlation and Kendall Tau verified

    spearmanRankCorrelationAndKendallTau(input)
  5. Correlation, Causation, Confounding, and Spurious Relationships verified

    correlationCausationConfoundingAndSpuriousRelationships(input)
  6. Simple Ordinary Least Squares Regression verified

    simpleOrdinaryLeastSquaresRegression(input)
  7. Intercepts, Slopes, Coefficients, and Predictions verified

    interceptsSlopesCoefficientsAndPredictions(input)
  8. Residuals, MAE, MSE, and RMSE verified

    residualsMaeMseAndRmse(input)
  9. R-Squared and Adjusted R-Squared verified

    rSquaredAndAdjustedRSquared(input)
  10. Regression Assumptions, Heteroskedasticity, and Multicollinearity verified

    regressionAssumptionsHeteroskedasticityAndMulticollinearity(input)

What they share#

Every topic here is a record-transform, so once you have called one the rest follow the same shape. Import paths differ only in the final segment:

ts
import { scatterPlotsAssociationAndNonlinearPatterns } from "fintech-algorithms/financial-mathematics-statistics-and-data-foundations/dependence-regression-and-model-foundations/scatter-plots-association-and-nonlinear-patterns";
import { sampleCovarianceCalculationAndInterpretation } from "fintech-algorithms/financial-mathematics-statistics-and-data-foundations/dependence-regression-and-model-foundations/sample-covariance-calculation-and-interpretation";

Read them in the order above — the sequence is pedagogical, not alphabetical.

Where this sits#

Financial Mathematics, Statistics, and Data Foundations collects 120 algorithms across 12 families. For the concept behind this family rather than the call signatures, see the concept guides.