public static double cov(Univariate x, Univariate y) {
double sumxy = 0;
int i, n = (x.size() >= y.size() ? x.size() : y.size());
try {
for (i = 0; i < x.size(); i++)
sumxy += (x.elementAt(i) - x.mean()) * (y.elementAt(i) - y.mean());
} catch (ArrayIndexOutOfBoundsException e) {
logger.info("size of x != size of y");
e.printStackTrace();
}
return (sumxy / (n - 1));
}
public static double[] ols(Univariate x, Univariate y) {
double[] coef = new double[2];
int i, n = (x.size() <= y.size() ? x.size() : y.size());
double sxy = 0.0, sxx = 0.0;
double xbar = x.mean(), ybar = y.mean(), xi, yi;
for (i = 0; i < n; i++) {
xi = x.elementAt(i);
yi = y.elementAt(i);
sxy += (xi - xbar) * (yi - ybar);
sxx += (xi - xbar) * (xi - xbar);
}
coef[0] = sxy / sxx;
coef[1] = ybar - coef[0] * xbar;
return (coef);
}
public static double corr(Univariate x, Univariate y) {
double cov = cov(x, y);
return (cov / (x.stdev() * y.stdev()));
}