Module: Nuggets::Array::CorrelationMixin

Included in:
Array
Defined in:
lib/nuggets/array/correlation_mixin.rb

Class Method Summary collapse

Instance Method Summary collapse

Class Method Details

.included(base) ⇒ Object 



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# File 'lib/nuggets/array/correlation_mixin.rb', line 33

def self.included(base)
  base.send :include, Nuggets::Array::StandardDeviationMixin
end

Instance Method Details

#correlation_coefficient ⇒ Object Also known as: corr, pmcc

call-seq:

array.correlation_coefficient => anArray

Calculates the Pearson product-moment correlation coefficient for the {x,y} pairs in array. If array only contains values instead of pairs, y will be the value and x will be each value’s position (rank) in array.



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# File 'lib/nuggets/array/correlation_mixin.rb', line 45

def correlation_coefficient
  return 0.0 if empty?

  target = first.respond_to?(:to_ary) ? self :
    self.class.new(size) { |i| [i + 1, at(i)] }

  c = target.cov

  (sx = target.std { |x, _| x }).zero? ||
  (sy = target.std { |_, y| y }).zero? ?
    c < 0 ? -1.0 : 1.0 : c / (sx * sy)
end