Correlation.java

package org.cloudbus.cloudsim.container.utils;

import java.util.Arrays;

/**
 * Created by sareh on 7/08/15.
 */
public class Correlation {
//    Ref : http://en.wikipedia.org/wiki/Correlation_and_dependence

    public Correlation() {
    }

    public double getCor(double[] xs1, double[] ys1) {
        //TODO: check here that arrays are not null, of the same length etc
        double[] xs;
        double[] ys;
        if (xs1.length > ys1.length) {
            xs = Arrays.copyOfRange(xs1, (xs1.length - ys1.length), xs1.length );
            ys = ys1;

        } else if (xs1.length < ys1.length) {
            ys = Arrays.copyOfRange(ys1, (ys1.length - xs1.length), ys1.length );
            xs = xs1;

        } else {
            ys = ys1;
            xs = xs1;
        }

        double sx = 0.0;
        double sy = 0.0;
        double sxx = 0.0;
        double syy = 0.0;
        double sxy = 0.0;

        int n = xs.length;

        for (int i = 0; i < n; ++i) {
            double x = xs[i];
            double y = ys[i];

            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;
    }

}