pearsn.c

Numerical Recipes in C的源代码

#include <math.h>
#define TINY 1.0e-20

void pearsn(x,y,n,r,prob,z)
float *prob,*r,*z,x[],y[];
unsigned long n;
{
	float betai(),erfcc();
	unsigned long j;
	float yt,xt,t,df;
	float syy=0.0,sxy=0.0,sxx=0.0,ay=0.0,ax=0.0;

	for (j=1;j<=n;j++) {
		ax += x[j];
		ay += y[j];
	}
	ax /= n;
	ay /= n;
	for (j=1;j<=n;j++) {
		xt=x[j]-ax;
		yt=y[j]-ay;
		sxx += xt*xt;
		syy += yt*yt;
		sxy += xt*yt;
	}
	*r=sxy/sqrt(sxx*syy);
	*z=0.5*log((1.0+(*r)+TINY)/(1.0-(*r)+TINY));
	df=n-2;
	t=(*r)*sqrt(df/((1.0-(*r)+TINY)*(1.0+(*r)+TINY)));
	*prob=betai(0.5*df,0.5,df/(df+t*t));
}
#undef TINY