44 lines
971 B
Go
44 lines
971 B
Go
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// Copyright © 2016 Abcum Ltd
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//
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// Licensed under the Apache License, Version 2.0 (the "License");
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// you may not use this file except in compliance with the License.
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// You may obtain a copy of the License at
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//
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// http://www.apache.org/licenses/LICENSE-2.0
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//
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// Unless required by applicable law or agreed to in writing, software
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// distributed under the License is distributed on an "AS IS" BASIS,
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// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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// See the License for the specific language governing permissions and
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// limitations under the License.
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package math
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import "math"
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func Correlation(a, b []float64) float64 {
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if len(a) == 0 {
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return math.NaN()
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}
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if len(b) == 0 {
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return math.NaN()
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}
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if len(a) != len(b) {
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return math.NaN()
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}
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sa := PopulationStandardDeviation(a)
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sb := PopulationStandardDeviation(b)
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co := PopulationCovariance(a, b)
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if sa == 0 || sb == 0 {
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return 0
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}
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return co / (sa * sb)
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}
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