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<FONT color="green">316</FONT> <a name="line.316"></a><FONT color="green">317</FONT> }<a name="line.317"></a><FONT color="green">318</FONT> <a name="line.318"></a><FONT color="green">319</FONT> /**<a name="line.319"></a><FONT color="green">320</FONT> * Calculates the correlation between two datasets. Both arrays should <a name="line.320"></a><FONT color="green">321</FONT> * contain the same number of items. Null values are treated as zero.<a name="line.321"></a><FONT color="green">322</FONT> * <P><a name="line.322"></a><FONT color="green">323</FONT> * Information about the correlation calculation was obtained from:<a name="line.323"></a><FONT color="green">324</FONT> * <a name="line.324"></a><FONT color="green">325</FONT> * http://trochim.human.cornell.edu/kb/statcorr.htm<a name="line.325"></a><FONT color="green">326</FONT> * <a name="line.326"></a><FONT color="green">327</FONT> * @param data1 the first dataset.<a name="line.327"></a><FONT color="green">328</FONT> * @param data2 the second dataset.<a name="line.328"></a><FONT color="green">329</FONT> * <a name="line.329"></a><FONT color="green">330</FONT> * @return The correlation.<a name="line.330"></a><FONT color="green">331</FONT> */<a name="line.331"></a><FONT color="green">332</FONT> public static double getCorrelation(Number[] data1, Number[] data2) {<a name="line.332"></a><FONT color="green">333</FONT> if (data1 == null) {<a name="line.333"></a><FONT color="green">334</FONT> throw new IllegalArgumentException("Null 'data1' argument.");<a name="line.334"></a><FONT color="green">335</FONT> }<a name="line.335"></a><FONT color="green">336</FONT> if (data2 == null) {<a name="line.336"></a><FONT color="green">337</FONT> throw new IllegalArgumentException("Null 'data2' argument.");<a name="line.337"></a><FONT color="green">338</FONT> }<a name="line.338"></a><FONT color="green">339</FONT> if (data1.length != data2.length) {<a name="line.339"></a><FONT color="green">340</FONT> throw new IllegalArgumentException(<a name="line.340"></a><FONT color="green">341</FONT> "'data1' and 'data2' arrays must have same length."<a name="line.341"></a><FONT color="green">342</FONT> ); <a name="line.342"></a><FONT color="green">343</FONT> }<a name="line.343"></a><FONT color="green">344</FONT> int n = data1.length;<a name="line.344"></a><FONT color="green">345</FONT> double sumX = 0.0;<a name="line.345"></a><FONT color="green">346</FONT> double sumY = 0.0;<a name="line.346"></a><FONT color="green">347</FONT> double sumX2 = 0.0;<a name="line.347"></a><FONT color="green">348</FONT> double sumY2 = 0.0;<a name="line.348"></a><FONT color="green">349</FONT> double sumXY = 0.0;<a name="line.349"></a><FONT color="green">350</FONT> for (int i = 0; i < n; i++) {<a name="line.350"></a><FONT color="green">351</FONT> double x = 0.0;<a name="line.351"></a><FONT color="green">352</FONT> if (data1[i] != null) {<a name="line.352"></a><FONT color="green">353</FONT> x = data1[i].doubleValue(); <a name="line.353"></a><FONT color="green">354</FONT> }<a name="line.354"></a><FONT color="green">355</FONT> double y = 0.0;<a name="line.355"></a><FONT color="green">356</FONT> if (data2[i] != null) {<a name="line.356"></a><FONT color="green">357</FONT> y = data2[i].doubleValue(); <a name="line.357"></a><FONT color="green">358</FONT> }<a name="line.358"></a><FONT color="green">359</FONT> sumX = sumX + x;<a name="line.359"></a><FONT color="green">360</FONT> sumY = sumY + y;<a name="line.360"></a><FONT color="green">361</FONT> sumXY = sumXY + (x * y);<a name="line.361"></a><FONT color="green">362</FONT> sumX2 = sumX2 + (x * x);<a name="line.362"></a><FONT color="green">363</FONT> sumY2 = sumY2 + (y * y);<a name="line.363"></a><FONT color="green">364</FONT> }<a name="line.364"></a><FONT color="green">365</FONT> return (n * sumXY - sumX * sumY) / Math.pow((n * sumX2 - sumX * sumX) <a name="line.365"></a><FONT color="green">366</FONT> * (n * sumY2 - sumY * sumY), 0.5); <a name="line.366"></a><FONT color="green">367</FONT> }<a name="line.367"></a><FONT color="green">368</FONT> <a name="line.368"></a><FONT color="green">369</FONT> /**<a name="line.369"></a><FONT color="green">370</FONT> * Returns a data set for a moving average on the data set passed in.<a name="line.370"></a><FONT color="green">371</FONT> *<a name="line.371"></a><FONT color="green">372</FONT> * @param xData an array of the x data.<a name="line.372"></a><FONT color="green">373</FONT> * @param yData an array of the y data.<a name="line.373"></a><FONT color="green">374</FONT> * @param period the number of data points to average<a name="line.374"></a><FONT color="green">375</FONT> *<a name="line.375"></a><FONT color="green">376</FONT> * @return A double[][] the length of the data set in the first dimension,<a name="line.376"></a><FONT color="green">377</FONT> * with two doubles for x and y in the second dimension<a name="line.377"></a><FONT color="green">378</FONT> */<a name="line.378"></a><FONT color="green">379</FONT> public static double[][] getMovingAverage(Number[] xData, <a name="line.379"></a><FONT color="green">380</FONT> Number[] yData, <a name="line.380"></a><FONT color="green">381</FONT> int period) {<a name="line.381"></a><FONT color="green">382</FONT> <a name="line.382"></a><FONT color="green">383</FONT> // check arguments...<a name="line.383"></a><FONT color="green">384</FONT> if (xData.length != yData.length) {<a name="line.384"></a><FONT color="green">385</FONT> throw new IllegalArgumentException("Array lengths must be equal.");<a name="line.385"></a><FONT color="green">386</FONT> }<a name="line.386"></a><FONT color="green">387</FONT> <a name="line.387"></a><FONT color="green">388</FONT> if (period > xData.length) {<a name="line.388"></a><FONT color="green">389</FONT> throw new IllegalArgumentException(<a name="line.389"></a><FONT color="green">390</FONT> "Period can't be longer than dataset."<a name="line.390"></a><FONT color="green">391</FONT> );<a name="line.391"></a><FONT color="green">392</FONT> }<a name="line.392"></a><FONT color="green">393</FONT> <a name="line.393"></a><FONT color="green">394</FONT> double[][] result = new double[xData.length - period][2];<a name="line.394"></a><FONT color="green">395</FONT> for (int i = 0; i < result.length; i++) {<a name="line.395"></a><FONT color="green">396</FONT> result[i][0] = xData[i + period].doubleValue();<a name="line.396"></a><FONT color="green">397</FONT> // holds the moving average sum<a name="line.397"></a><FONT color="green">398</FONT> double sum = 0.0;<a name="line.398"></a><FONT color="green">399</FONT> for (int j = 0; j < period; j++) {<a name="line.399"></a><FONT color="green">400</FONT> sum += yData[i + j].doubleValue();<a name="line.400"></a><FONT color="green">401</FONT> }<a name="line.401"></a><FONT color="green">402</FONT> sum = sum / period;<a name="line.402"></a><FONT color="green">403</FONT> result[i][1] = sum;<a name="line.403"></a><FONT color="green">404</FONT> }<a name="line.404"></a><FONT color="green">405</FONT> return result;<a name="line.405"></a><FONT color="green">406</FONT> <a name="line.406"></a><FONT color="green">407</FONT> }<a name="line.407"></a><FONT color="green">408</FONT> <a name="line.408"></a><FONT color="green">409</FONT> }<a name="line.409"></a></PRE></BODY></HTML>
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