__  __    __   __  _____      _            _          _____ _          _ _ 
 |  \/  |   \ \ / / |  __ \    (_)          | |        / ____| |        | | |
 | \  / |_ __\ V /  | |__) | __ ___   ____ _| |_ ___  | (___ | |__   ___| | |
 | |\/| | '__|> <   |  ___/ '__| \ \ / / _` | __/ _ \  \___ \| '_ \ / _ \ | |
 | |  | | |_ / . \  | |   | |  | |\ V / (_| | ||  __/  ____) | | | |  __/ | |
 |_|  |_|_(_)_/ \_\ |_|   |_|  |_| \_/ \__,_|\__\___| |_____/|_| |_|\___V 2.1
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<?php

declare(strict_types=1);

namespace Phpml\Math\Statistic;

use Phpml\Exception\InvalidArgumentException;

class Correlation
{
    /**
     * @param int[]|float[] $x
     * @param int[]|float[] $y
     *
     * @throws InvalidArgumentException
     */
    public static function pearson(array $x, array $y): float
    {
        if (count($x) !== count($y)) {
            throw new InvalidArgumentException('Size of given arrays does not match');
        }

        $count = count($x);
        $meanX = Mean::arithmetic($x);
        $meanY = Mean::arithmetic($y);

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

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

        return $axb / ($a2 * $b2) ** .5;
    }
}

Filemanager

Name Type Size Permission Actions
ANOVA.php File 4.17 KB 0777
Correlation.php File 880 B 0777
Covariance.php File 4.21 KB 0777
Gaussian.php File 1.08 KB 0777
Mean.php File 1.37 KB 0777
StandardDeviation.php File 1.33 KB 0777
Variance.php File 811 B 0777
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