Pearsons Coefficient

Pearsons.fs

let x = [1.;2.;3.;4.;5.]
let y = [1.;2.;2.;3.;4.]
let z = [3;4]

let x_bar = List.average x
let y_bar = List.average y

let numerator = 
   List.zip x y
   |> List.sumBy (fun item -> (fst item - x_bar)*(snd item - y_bar))

let d1 = x |> List.sumBy(fun xi -> (xi - x_bar) ** 2.0)
let d2 = y |> List.sumBy(fun yi -> (yi - y_bar) ** 2.0)

let denominator = sqrt d1 * sqrt d2

let pearsons = numerator / denominator

printfn "Pearsons Correlation Coefficient is %f" pearsons