42 lines
894 B
PHP
42 lines
894 B
PHP
<?php
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declare(strict_types=1);
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namespace Phpml\Math\Statistic;
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use Phpml\Exception\InvalidArgumentException;
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class Correlation
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{
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/**
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* @param int[]|float[] $x
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* @param int[]|float[] $y
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*
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* @throws InvalidArgumentException
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*/
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public static function pearson(array $x, array $y): float
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{
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if (count($x) !== count($y)) {
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throw new InvalidArgumentException('Size of given arrays does not match');
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}
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$count = count($x);
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$meanX = Mean::arithmetic($x);
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$meanY = Mean::arithmetic($y);
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$axb = 0;
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$a2 = 0;
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$b2 = 0;
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for ($i = 0; $i < $count; ++$i) {
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$a = $x[$i] - $meanX;
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$b = $y[$i] - $meanY;
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$axb += ($a * $b);
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$a2 += pow($a, 2);
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$b2 += pow($b, 2);
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}
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return $axb / sqrt((float) ($a2 * $b2));
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}
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}
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