/// <summary>
/// Computes the Pearson product-moment correlation coefficient.
/// </summary>
/// <param name="dataA">Sample data A.</param>
/// <param name="dataB">Sample data B.</param>
/// <returns>The Pearson product-moment correlation coefficient.</returns>
public static double Pearson(IEnumerable<double> dataA, IEnumerable<double> dataB)
{
int n = 0;
double r = 0.0;
double meanA = dataA.Mean();
double meanB = dataB.Mean();
double sdevA = dataA.StandardDeviation();
double sdevB = dataB.StandardDeviation();
IEnumerator<double> ieA = dataA.GetEnumerator();
IEnumerator<double> ieB = dataB.GetEnumerator();
while (ieA.MoveNext())
{
if (ieB.MoveNext() == false)
{
throw new ArgumentOutOfRangeException("Datasets dataA and dataB need to have the same length.");
}
n++;
r += (ieA.Current - meanA) * (ieB.Current - meanB) / (sdevA * sdevB);
}
if (ieB.MoveNext() == true)
{
throw new ArgumentOutOfRangeException("Datasets dataA and dataB need to have the same length.");
}
return r / (n - 1);
}
/// <summary>
/// Computes the Pearson product-moment correlation coefficient.
/// </summary>
/// <param name="dataA">Sample data A.</param>
/// <param name="dataB">Sample data B.</param>
/// <returns>The Pearson product-moment correlation coefficient.</returns>
public static double Pearson(IEnumerable<double> dataA, IEnumerable<double> dataB)
{
int n = 0;
double r = 0.0;
// BUG: PERFORMANCE degraded due to tripple iteration over both IEnumerables
double meanA = dataA.Mean();
double meanB = dataB.Mean();
double sdevA = dataA.StandardDeviation();
double sdevB = dataB.StandardDeviation();
using (IEnumerator<double> ieA = dataA.GetEnumerator())
using (IEnumerator<double> ieB = dataB.GetEnumerator())
{
while (ieA.MoveNext())
{
if (!ieB.MoveNext())
{
throw new ArgumentOutOfRangeException("dataB", "Datasets dataA and dataB need to have the same length. dataB is shorter.");
}
n++;
r += (ieA.Current - meanA) * (ieB.Current - meanB) / (sdevA * sdevB);
}
if (ieB.MoveNext())
{
throw new ArgumentOutOfRangeException("dataA", "Datasets dataA and dataB need to have the same length. dataA is shorter.");
}
}
return r / (n - 1);
}
public MeanStandardDeviation(IEnumerable<double> values)
{
this.Mean = values.Mean();
this.StdDev = values.StandardDeviation();
this.Count = values.Count();
}
