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<?php declare(strict_types=1); namespace Phpml\Math\Statistic; use Phpml\Exception\InvalidArgumentException; class Correlation { /** * @param int[]|float[] $x * @param int[]|float[] $y * * @throws InvalidArgumentException */ public static function pearson(array $x, array $y): float { if (count($x) !== count($y)) { throw new InvalidArgumentException('Size of given arrays does not match'); } $count = count($x); $meanX = Mean::arithmetic($x); $meanY = Mean::arithmetic($y); $axb = 0; $a2 = 0; $b2 = 0; for ($i = 0; $i < $count; ++$i) { $a = $x[$i] - $meanX; $b = $y[$i] - $meanY; $axb += ($a * $b); $a2 += $a ** 2; $b2 += $b ** 2; } return $axb / ($a2 * $b2) ** .5; } }
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