ResInsight/ApplicationLibCode/Application/Tools/RiaStatisticsTools.cpp
2021-09-16 10:38:27 +02:00

66 lines
2.5 KiB
C++

/////////////////////////////////////////////////////////////////////////////////
//
// Copyright (C) 2011- Statoil ASA
// Copyright (C) 2013- Ceetron Solutions AS
// Copyright (C) 2011-2012 Ceetron AS
//
// ResInsight is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.
//
// ResInsight is distributed in the hope that it will be useful, but WITHOUT ANY
// WARRANTY; without even the implied warranty of MERCHANTABILITY or
// FITNESS FOR A PARTICULAR PURPOSE.
//
// See the GNU General Public License at <http://www.gnu.org/licenses/gpl.html>
// for more details.
//
/////////////////////////////////////////////////////////////////////////////////
#include "RiaStatisticsTools.h"
#include "RigStatisticsMath.h"
//--------------------------------------------------------------------------------------------------
///
//--------------------------------------------------------------------------------------------------
double RiaStatisticsTools::pearsonCorrelation( const std::vector<double>& xValues, const std::vector<double>& yValues )
{
const double eps = 1.0e-8;
double rangeX = 0.0, rangeY = 0.0;
RigStatisticsMath::calculateBasicStatistics( xValues, nullptr, nullptr, nullptr, &rangeX, nullptr, nullptr );
RigStatisticsMath::calculateBasicStatistics( yValues, nullptr, nullptr, nullptr, &rangeY, nullptr, nullptr );
if ( rangeX < eps || rangeY < eps ) return 0.0;
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 ) );
}