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