pcorrelationcoefficient

Synopsis

Description

pcorrelationcoefficient calculates the correlation value between two variables represented each by an array of values of the same size and stored in a collection.

The sample correlation coefficient between the two vecteurs X and Y is given by:

r_{xy} = \frac{\sum\limits_{i=1}^n (x_i-\bar{x})(y_i-\bar{y})}{(n-1) s_x s_y}
       = \frac{\sum\limits_{i=1}^n (x_i-\bar{x})(y_i-\bar{y})} {\sqrt{\sum\limits_{i=1}^n (x_i-\bar{x})^2 \sum\limits_{i=1}^n (y_i-\bar{y})^2}}, 

Parameters

• attr_in1, attr_in2: the collection col_in stores the vector of characteristics used for the calculus. If there are n vectors of p characteristics, the collection should contain p arrays attr_in.1, attr_in.2, ..., attr_in.p of n floats each.
• attr_out: the collection col_out contains :
  • attr_out.mat : the array des p*p s de la matrice de covariance ;
  • attr_out.inv : the array des p*p values of the inverse matrix of covariance ;
  • attr_out.det : the determinant of the covariance matrice
  • attr_out.det : the array of p values of the mean vector of characteritics.

Inputs

• col_in: a collection with the array name_in1.
• col_in: a collection with the array name_in2 of the same size as name_in1.

Outputs

• col_out: a collection.

Result

Returns the value of correlation.

Examples

pcorrelationcoefficient Correctness Correctness r ccorrectness1.pan ccorrectness2.pan toto.pan

See also

C++ prototype

Errc PCorrelationCoefficient( const Collection &col_in1, const Collection &col_in2, Collection &col_out, const string &attr_in1, const string &attr_in2, const string &attr_out );