Java Data Science Cookbook

Calculating Pearson's correlation of two sets of data points

PearsonsCorrelation computes correlations defined by the formula cor(X, Y) = sum[(xi - E(X))(yi - E(Y))] / [(n - 1)s(X)s(Y)], where E(X) and E(Y) are means of X and Y, and s(X) and s(Y) are their respective standard deviations.

How to do it...

1. Create a method that takes two double arrays that represent two sets of data points:

           public void calculatePearson(double[] x, double[] y){ 
   

2. Create a PearsonsCorrelation object:

           PearsonsCorrelation pCorrelation = new PearsonsCorrelation(); 
   

3. Compute correlation of the two sets of data points:

           double cor = pCorrelation.correlation(x, y); 
   

4. Use the correlation as per your requirements, and close the method:

        System.out.println(cor); 
        } 

The complete code for ...