//TODO: [3] Move Statistics to Implementation/Interfaces.
public static double GetCorrelationCoefficient(IStatistic X, IStatistic Y)
{
int n = (X.n > Y.n) ? X.n : Y.n;
double sumX = 0;
double sumY = 0;
double sumXY = 0;
double sumXSquared = 0;
double sumYSquared = 0;
for (int i = 0; i < n; i++)
{
double xSample = X.Mean();
if (X.n - 1 >= i)
{
xSample = X.Samples[i];
}
double ySample = Y.Mean();
if (Y.n - 1 >= i)
{
ySample = Y.Samples[i];
}
sumX += xSample;
sumY += ySample;
sumXY += xSample * ySample;
sumXSquared += xSample * xSample;
sumYSquared += ySample * ySample;
}
return
((n * sumXY - sumX * sumY)
/
(Math.Sqrt
(
(n * sumXSquared - sumX * sumX) * (n * sumYSquared - sumY * sumY)
)
));
}
