forked from golang/hotime
34 lines
742 B
Go
34 lines
742 B
Go
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package stats
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import "math"
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// Correlation describes the degree of relationship between two sets of data
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func Correlation(data1, data2 Float64Data) (float64, error) {
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l1 := data1.Len()
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l2 := data2.Len()
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if l1 == 0 || l2 == 0 {
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return math.NaN(), EmptyInput
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}
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if l1 != l2 {
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return math.NaN(), SizeErr
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}
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sdev1, _ := StandardDeviationPopulation(data1)
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sdev2, _ := StandardDeviationPopulation(data2)
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if sdev1 == 0 || sdev2 == 0 {
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return 0, nil
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}
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covp, _ := CovariancePopulation(data1, data2)
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return covp / (sdev1 * sdev2), nil
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}
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// Pearson calculates the Pearson product-moment correlation coefficient between two variables.
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func Pearson(data1, data2 Float64Data) (float64, error) {
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return Correlation(data1, data2)
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}
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