//-----------------------------------------------------------------------------------------------
public static double GetMatricesPearsonsCorrelationCcoefficient(RealMatrix matrixOne, RealMatrix matrixTwo)
{
double deviationOne = Statistician.GetMatrixStandardDeviation(matrixOne);
double deviationTwo = Statistician.GetMatrixStandardDeviation(matrixTwo);
double result =
Statistician.GetMatricesCovariance(matrixOne, matrixTwo) /
(deviationOne * deviationTwo);
return(result);
}
//-----------------------------------------------------------------------------------
//Дисперсия
public static double GetDispersion(double[] array)
{
double meanValue = Statistician.GetMeanValue(array);
double count = array.Length;
double sum = 0;
for (int index = 0; index < array.Length; index++)
{
double value = array[index];
double d = value - meanValue;
sum += d * d;
}
double dispersion = sum / count;
return(dispersion);
}
//-----------------------------------------------------------------------------------------------
public static double GetMatrixStandardDeviation(RealMatrix matrix)
{
double matrixPopulationVariance = Statistician.GetMatrixPopulationVariance(matrix);
return(Math.Sqrt(matrixPopulationVariance));
}