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

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2016-04-27 21:28:01 +00:00
<?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;
}
}