Efficient algorithm to calculate Correlation between two Arrays [closed]

问题

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Closed 8 years ago.

I'm looking for an algorithm to calculate correlation between two array of doubles.

What are the names of the algorithms and I need c++ source code if it's possible.

And by correlation I mean the similarity of data in the array...

for example:

Array1: 1 2 3 Array2: 2 3 5

should have a higher similarity measure than these 2 arrays:

Array1: 1 2 3 Array2: 9 8 15

回答1:

You need to calculate the sample Pearson product-moment correlation coefficient: "The above formula suggests a convenient single-pass algorithm for calculating sample correlations". Write a loop to calculate sum(xi), sum(yi), sum(xi^2), sum(yi^2), and sum(xi*yi). Then insert these sums into the formula.

来源：https://stackoverflow.com/questions/8370857/efficient-algorithm-to-calculate-correlation-between-two-arrays