Class PearsonsSampleCorrelationCoefficient

  • All Implemented Interfaces:
    RankCorrelationCalculator

    public class PearsonsSampleCorrelationCoefficient
    extends Object
    implements RankCorrelationCalculator
    Class implementing Pearsons sample correlation coefficient for two given, paired samples.
    Author:
    Michael Röder (michael.roeder@uni-paderborn.de)
    • Constructor Detail

      • PearsonsSampleCorrelationCoefficient

        public PearsonsSampleCorrelationCoefficient()
    • Method Detail

      • calculateRankCorrelation

        public double calculateRankCorrelation​(double[] x,
                                               double[] y)
        Calculates the Pearson sample correlation coefficient for the two given, paired samples.
        Specified by:
        calculateRankCorrelation in interface RankCorrelationCalculator
        Parameters:
        x - the x samples
        y - the y samples
        Returns:
        Parsons sample correlation coefficient
        Throws:
        IllegalArgumentException - if x and y have not the same size or have less than 2 elements.
      • countValidPairs

        protected int countValidPairs​(double[] x,
                                      double[] y)
        Counts the number of valid pairs (x,y) , i.e., pairs where x != NaN and y != NaN.
        Parameters:
        x - the x samples
        y - the y samples
        Returns:
        the number of valid pairs
      • calculatePairedAverage

        protected double[] calculatePairedAverage​(double[] x,
                                                  double[] y)
        Calculates the average values of the given (x,y) pairs for all pairs that have x != NaN and y != NaN. The returned array contains the average x as first and the average y as second element.
        Parameters:
        x - the x samples
        y - the y samples
        Returns:
        the averages of x and y.
      • calculateCoVariances

        protected double[] calculateCoVariances​(double[] x,
                                                double avgX,
                                                double[] y,
                                                double avgY)
        Calculates the variance and covariance for all valid (x,y) pairs. The returned array contains the variance of x as first, the variance of y as second and their covariance as third element.
        Parameters:
        x - the x samples
        y - the y samples
        Returns:
        the variances and covariance of x and y.