/// <summary>
/// Calculates a Costa Soares correlation coefficient between this and
/// another set of numbers.
/// </summary>
/// <param name="s">Second set of numbers</param>
/// <param name="limitRank">Exclude pairs where both rank below this limit</param>
/// <returns>Correlation coefficient</returns>
public double CostaSoares(Statistics s, int limitRank)
{
if (Length != s.Length)
return double.NaN;
int n = Length;
int[] a = Rank(true);
int[] b = s.Rank(true);
a = FixZeroRanks(a, s, b);
b = s.FixZeroRanks(b, this, a);
double total = 0;
for (int i = 0; i < n; i++)
{
if (a[i] <= limitRank || b[i] <= limitRank)
total += Math.Pow(a[i] - b[i], 2) * ((n - a[i] + 1) + (n - b[i] + 1));
}
double n2 = n * n;
double n3 = n * n2;
double n4 = n * n3;
total *= 6.0 / (n4 + n3 - n2 - n);
total = 1 - total;
return total;
}
