public void CorrelationTest()
{
// http://www.solvemymath.com/online_math_calculator/statistics/descriptive/correlation.php
double[,] matrix = new double[, ]
{
{ 4.0, 2.0, 0.60 },
{ 4.2, 2.1, 0.59 },
{ 3.9, 2.0, 0.58 },
{ 4.3, 2.1, 0.62 },
{ 4.1, 2.2, 0.63 }
};
double[,] expected = new double[, ]
{
{ 1.000000, 0.5669467, 0.533745 },
{ 0.566946, 1.0000000, 0.778127 },
{ 0.533745, 0.7781271, 1.000000 }
};
double[,] actual = Tools.Correlation(matrix);
Assert.IsTrue(Matrix.IsEqual(expected, actual, 0.001));
}
