//Calculates the Covariance
public double Covarience(RandomVariable other)
{
double sum = 0;
for (var i = 0; i < Values.Count; i++)
{
sum += Values[i] * other.Values[i];
}
return(sum / Values.Count - Average * other.Average);
}
//Finds the most corelative variable
public RandomVariable FindMostCorelative(List <RandomVariable> variables)
{
RandomVariable mostCorelative = null;
var biggestPCC = -1.0;
foreach (var variable in variables)
{
if (variable == this)
{
continue;
}
var pcc = PCC(variable);
if (pcc > biggestPCC)
{
mostCorelative = variable;
biggestPCC = pcc;
}
}
return(mostCorelative);
}
//Calculates the linear regression
public (double, double) LinearRegression(RandomVariable other)
{
return(Covarience(other) / Varience, other.Average - (Covarience(other) / Varience) * Average);
}
