I am searching a lot but could not find exactly what i need till now. I have two integer arrayas int[] x and int[] y. I want to find simple linear correlation between these two integer arrays and it should return the result as double. In java do you know any library function providing this or any code snippet?
Correlation is quite easy to compute:
http://en.wikipedia.org/wiki/Correlation_and_dependence
public static double Correlation(int[] xs, int[] ys) {
//TODO: check here that arrays are not null, of the same length etc
double sx = 0.0;
double sy = 0.0;
double sxx = 0.0;
double syy = 0.0;
double sxy = 0.0;
int n = xs.length;
for(int i = 0; i < n; ++i) {
double x = xs[i];
double y = ys[i];
sx += x;
sy += y;
sxx += x * x;
syy += y * y;
sxy += x * y;
}
// covariation
double cov = sxy / n - sx * sy / n / n;
// standard error of x
double sigmax = Math.sqrt(sxx / n - sx * sx / n / n);
// standard error of y
double sigmay = Math.sqrt(syy / n - sy * sy / n / n);
// correlation is just a normalized covariation
return cov / sigmax / sigmay;
}
There is nothing in core Java. There are libraries out there you can use. Apache Commons has a statistical project , check PearsonCorrelation class.
Sample code:
public static void main(String[] args) {
double[] x = {1, 2, 4, 8};
double[] y = {2, 4, 8, 16};
double corr = new PearsonsCorrelation().correlation(y, x);
System.out.println(corr);
}
prints out 1.0
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