correlation method

T correlation()

Calculates correlation of x and y.

Throws ArgumentError when:

• The arguments have non-equal lengths.
• The arguments are empty.
• Either argument has zero variance (all elements are identical).

Example

import 'package:calc/calc.dart';

void main() {
  final x = [1,2,3];
  final y = [4,3,2];
  final result = SamplesXY<int>(x, y).correlation();
  print('correlation: $result');
}

Implementation

T correlation() {
  final n = x.length;
  if (n != y.length) {
    throw ArgumentError(
        'Arguments have different lengths: ${x.length} != ${y.length}');
  }
  if (n == 0) {
    throw ArgumentError('Arguments are empty');
  }
  final xVariance = x.variance();
  if (xVariance.elements.contains(0.0)) {
    if (xVariance.isScalar) {
      throw ArgumentError('Variance of `x` is zero');
    }
    throw ArgumentError('Variance of `x` has a zero element');
  }
  final yVariance = y.variance();
  if (yVariance.elements.contains(0.0)) {
    if (yVariance.isScalar) {
      throw ArgumentError('Variance of `y` is zero');
    }
    throw ArgumentError('Variance of `y` has a zero element');
  }
  return covariance() / (xVariance * yVariance) as T;
}