php-ml/src/Phpml/Math/Statistic/Correlation.php

<?php

declare (strict_types = 1);

namespace Phpml\Math\Statistic;

use Phpml\Exception\InvalidArgumentException;

class Correlation
{
    /**
     * @param array|int[]|float[] $x
     * @param array|int[]|float[] $y
     *
     * @return float
     *
     * @throws InvalidArgumentException
     */
    public static function pearson(array $x, array $y)
    {
        if (count($x) !== count($y)) {
            throw InvalidArgumentException::arraySizeNotMatch();
        }

        $count = count($x);
        $meanX = array_sum($x) / $count;
        $meanY = array_sum($y) / $count;

        $axb = 0;
        $a2 = 0;
        $b2 = 0;

        for ($i = 0;$i < $count;++$i) {
            $a = $x[$i] - $meanX;
            $b = $y[$i] - $meanY;
            $axb = $axb + ($a * $b);
            $a2 = $a2 + pow($a, 2);
            $b2 = $b2 + pow($b, 2);
        }

        $corr = $axb / sqrt($a2 * $b2);

        return $corr;
    }
}