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Working Correlation Plot prototype

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Gaute Lindkvist
2020-04-17 09:31:42 +02:00
parent 82ed7bbc81
commit 60419f0985
24 changed files with 1125 additions and 13 deletions
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52
ApplicationCode/Application/Tools/RiaStatisticsTools.cpp
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@@ -22,6 +22,8 @@
#include "RifEclipseSummaryAddress.h"
#include "gsl/statistics/gsl_statistics_double.h"
#include <QString>
//--------------------------------------------------------------------------------------------------
@@ -49,3 +51,53 @@ const QString RiaStatisticsTools::replacePercentileByPValueText( const QString&
}
return result;
}
//--------------------------------------------------------------------------------------------------
///
//--------------------------------------------------------------------------------------------------
double RiaStatisticsTools::pearsonCorrelation( const std::vector<double>& xValues, const std::vector<double>& yValues )
{
#ifdef OWN_IMPLEMENTATION
const double eps = 1.0e-8;
if ( xValues.size() != yValues.size() ) return 0.0;
if ( xValues.empty() ) return 0.0;
size_t sampleSize = xValues.size();
double meanX = 0.0, meanY = 0.0;
for ( size_t i = 0; i < sampleSize; ++i )
{
meanX += xValues[i];
meanY += yValues[i];
}
meanX /= sampleSize;
meanY /= sampleSize;
double sumNumerator = 0.0;
double sumxDiffSquared = 0.0, sumyDiffSquared = 0.0;
for ( size_t i = 0; i < sampleSize; ++i )
{
double xDiff = xValues[i] - meanX;
double yDiff = yValues[i] - meanY;
sumNumerator += xDiff * yDiff;
sumxDiffSquared += xDiff * xDiff;
sumyDiffSquared += yDiff * yDiff;
}
if ( sumxDiffSquared < eps && sumyDiffSquared < eps ) return 1.0;
if ( sumxDiffSquared < eps || sumyDiffSquared < eps ) return 0.0;
return sumNumerator / ( std::sqrt( sumxDiffSquared ) * std::sqrt( sumyDiffSquared ) );
#else
return gsl_stats_correlation( xValues.data(), 1, yValues.data(), 1, xValues.size() );
#endif
}
//--------------------------------------------------------------------------------------------------
///
//--------------------------------------------------------------------------------------------------
double RiaStatisticsTools::spearmanCorrelation( const std::vector<double>& xValues, const std::vector<double>& yValues )
{
std::vector<double> work( 2 * xValues.size() );
return gsl_stats_spearman( xValues.data(), 1, yValues.data(), 1, xValues.size(), work.data() );
}