Created
September 9, 2013 20:26
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Pearson Correlation (Ruby)
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def pearson(x,y) | |
n=x.length | |
sumx=x.inject(0) {|r,i| r + i} | |
sumy=y.inject(0) {|r,i| r + i} | |
sumxSq=x.inject(0) {|r,i| r + i**2} | |
sumySq=y.inject(0) {|r,i| r + i**2} | |
prods=[]; x.each_with_index{|this_x,i| prods << this_x*y[i]} | |
pSum=prods.inject(0){|r,i| r + i} | |
# Calculate Pearson score | |
num=pSum-(sumx*sumy/n) | |
den=((sumxSq-(sumx**2)/n)*(sumySq-(sumy**2)/n))**0.5 | |
if den==0 | |
return 0 | |
end | |
r=num/den | |
return r | |
end |
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