如何计算 2 个给定向量之间的 Pearson 相关性？

Question

我必须用 C# 编写代码

你能在下面给出的例子中逐步解释吗？

vector 1 : [0.3, 0, 1.7, 2.2]
vector 2 : [0, 3.3, 1.2, 0]

很喜欢

这将用于文档聚类

Answer 1

这是我在 Java 版本

上的回答的改编

How to find correlation between two integer arrays in java

对于 C#。首先，皮尔逊相关系数为

http://en.wikipedia.org/wiki/Correlation_and_dependence

前提是两个向量（设IEnumerable<Double>）长度相同

  private static double Correlation(IEnumerable<Double> xs, IEnumerable<Double> ys) {
    // sums of x, y, x squared etc.
    double sx = 0.0;
    double sy = 0.0;
    double sxx = 0.0;
    double syy = 0.0;
    double sxy = 0.0;

    int n = 0;

    using (var enX = xs.GetEnumerator()) {
      using (var enY = ys.GetEnumerator()) {
        while (enX.MoveNext() && enY.MoveNext()) {
          double x = enX.Current;
          double y = enY.Current;

          n += 1;
          sx += x;
          sy += y;
          sxx += x * x;
          syy += y * y;
          sxy += x * y;
        }
      }
    }

    // covariation
    double cov = sxy / n - sx * sy / n / n;
    // standard error of x
    double sigmaX = Math.Sqrt(sxx / n -  sx * sx / n / n);
    // standard error of y
    double sigmaY = Math.Sqrt(syy / n -  sy * sy / n / n);

    // correlation is just a normalized covariation
    return cov / sigmaX / sigmaY;
  }

测试：

  // -0.539354840012899
  Double result = Correlation(
    new Double[] { 0.3, 0, 1.7, 2.2 }, 
    new Double[] { 0, 3.3, 1.2, 0 });

如何计算 2 个给定向量之间的 Pearson 相关性？

How to compute Pearson Correlation between 2 given vectors?

c#

pearson

correlation

pearson-correlation