How to find correlation between two integer arrays in java

Question

I am searching a lot but could not find exactly what i need till now. I have two integer arrayas int[] x and int[] y. I want to find simple linear correlation between these two integer arrays and it should return the result as double. In java do you know any library function providing this or any code snippet?

Answer 1

Correlation is quite easy to compute manually:

http://en.wikipedia.org/wiki/Correlation_and_dependence

  public static double Correlation(int[] xs, int[] ys) {
    //TODO: check here that arrays are not null, of the same length etc

    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;
  }