如何計算2個給定向量之間的Pearson相關性？

Question

我必須在C＃中編寫這個代碼＃

你可以在下面給出的例子中逐步解釋嗎？

vector 1 : [0.3, 0, 1.7, 2.2] 
vector 2 : [0, 3.3, 1.2, 0] 

泰非常

這將在文檔聚類中使用

Answer 1

這是對的Java版本

How to find correlation between two integer arrays in java

我的回答適應爲C＃。首先，皮爾遜相關是

http://en.wikipedia.org/wiki/Correlation_and_dependence

提供了這兩個矢量（讓他們IEnumerable<Double>）是相同長度的

private static double Correlation(IEnumerable<Double> xs, IEnumerable<Double> ys) { 
    // sums of x, y, x squared etc. 
    double sx = 0.0; 
    double sy = 0.0; 
    double sxx = 0.0; 
    double syy = 0.0; 
    double sxy = 0.0; 

    int n = 0; 

    using (var enX = xs.GetEnumerator()) { 
     using (var enY = ys.GetEnumerator()) { 
     while (enX.MoveNext() && enY.MoveNext()) { 
      double x = enX.Current; 
      double y = enY.Current; 

      n += 1; 
      sx += x; 
      sy += y; 
      sxx += x * x; 
      syy += y * y; 
      sxy += x * y; 
     } 
     } 
    } 

    // covariation 
    double cov = sxy/n - sx * sy/n/n; 
    // standard error of x 
    double sigmaX = Math.Sqrt(sxx/n - sx * sx/n/n); 
    // standard error of y 
    double sigmaY = Math.Sqrt(syy/n - sy * sy/n/n); 

    // correlation is just a normalized covariation 
    return cov/sigmaX/sigmaY; 
    } 

測試：

// -0.539354840012899 
    Double result = Correlation(
    new Double[] { 0.3, 0, 1.7, 2.2 }, 
    new Double[] { 0, 3.3, 1.2, 0 });