route/vendor/github.com/dgryski/go-onlinestats/pearson.go

36 lines
642 B
Go
Raw Normal View History

package onlinestats
import "math"
func Pearson(a, b []float64) float64 {
if len(a) != len(b) {
panic("len(a) != len(b)")
}
var abar, bbar float64
var n int
for i := range a {
if !math.IsNaN(a[i]) && !math.IsNaN(b[i]) {
abar += a[i]
bbar += b[i]
n++
}
}
nf := float64(n)
abar, bbar = abar/nf, bbar/nf
var numerator float64
var sumAA, sumBB float64
for i := range a {
if !math.IsNaN(a[i]) && !math.IsNaN(b[i]) {
numerator += (a[i] - abar) * (b[i] - bbar)
sumAA += (a[i] - abar) * (a[i] - abar)
sumBB += (b[i] - bbar) * (b[i] - bbar)
}
}
return numerator / (math.Sqrt(sumAA) * math.Sqrt(sumBB))
}