示例#1
0
 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));
 }
示例#2
0
 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);
 }
示例#3
0
 public static double corr(Univariate x, Univariate y) {
   double cov = cov(x, y);
   return (cov / (x.stdev() * y.stdev()));
 }