public double Correlate(RangeStats range)
{
double r = 0;
for (int i = 0; i < _range.Length; i++)
{
r += (_range[i] - Mean) * (range._range[i] - range.Mean);
}
r /= (_range.Length * QDx * range.QDx);
return(r);
}
public double SpearmansRankCorrelation(RangeStats range)
{
double res = 0;
long n = _range.Length;
for (int i = 0; i < n; i++)
{
int _r = _sortedRange.GetIndex(_range[i]);
int r = range._sortedRange.GetIndex(range._range[i]);
res += Math.Pow(_r - r, 2);
}
return(1 - ((6 * res) / (n * (Math.Pow(n, 2) - 1))));
}
public double CorrelatePirson(RangeStats range)
{
double r = 0;
double sx = 0;
double sy = 0;
for (int i = 0; i < _range.Length; i++)
{
var dx = _range[i] - Mean;
var dy = range._range[i] - range.Mean;
r += dx * dy;
sx += dx * dx;
sy += dy * dy;
}
r /= (Math.Sqrt(sx * sy));
return(r);
}