Unit tests for correlation calculation

This commit is contained in:
Gaute Lindkvist
2020-06-03 15:37:34 +02:00
parent 88ddeddca6
commit 111b758494
4 changed files with 135 additions and 2 deletions

View File

@@ -57,9 +57,30 @@ const QString RiaStatisticsTools::replacePercentileByPValueText( const QString&
//--------------------------------------------------------------------------------------------------
double RiaStatisticsTools::pearsonCorrelation( const std::vector<double>& xValues, const std::vector<double>& yValues )
{
#ifdef USE_GSL
return pearsonCorrelationGSL( xValues, yValues );
#else
return pearsonCorrelationOwn( xValues, yValues );
#endif
}
//--------------------------------------------------------------------------------------------------
///
//--------------------------------------------------------------------------------------------------
double RiaStatisticsTools::pearsonCorrelationGSL( const std::vector<double>& xValues, const std::vector<double>& yValues )
{
#ifdef USE_GSL
return gsl_stats_correlation( xValues.data(), 1, yValues.data(), 1, xValues.size() );
#else
return std::numeric_limits<double>::infinity();
#endif
}
//--------------------------------------------------------------------------------------------------
///
//--------------------------------------------------------------------------------------------------
double RiaStatisticsTools::pearsonCorrelationOwn( const std::vector<double>& xValues, const std::vector<double>& yValues )
{
const double eps = 1.0e-8;
if ( xValues.size() != yValues.size() ) return 0.0;
if ( xValues.empty() ) return 0.0;
@@ -90,7 +111,6 @@ double RiaStatisticsTools::pearsonCorrelation( const std::vector<double>& xValue
if ( sumxDiffSquared < eps || sumyDiffSquared < eps ) return 0.0;
return sumNumerator / ( std::sqrt( sumxDiffSquared ) * std::sqrt( sumyDiffSquared ) );
#endif
}
//--------------------------------------------------------------------------------------------------

View File

@@ -52,6 +52,7 @@ public:
}
static double pearsonCorrelation( const std::vector<double>& xValues, const std::vector<double>& yValues );
static double pearsonCorrelationGSL( const std::vector<double>& xValues, const std::vector<double>& yValues );
static double pearsonCorrelationOwn( const std::vector<double>& xValues, const std::vector<double>& yValues );
static double spearmanCorrelation( const std::vector<double>& xValues, const std::vector<double>& yValues );
};