Correlation of two arrays in C#

Question

Having two arrays of double values, I want to compute correlation coefficient (single double value, just like the CORREL function in MS Excel). Is there some simple one-line

Answer 1

Public Function Correlation(ByRef array1() As Double, ByRef array2() As Double) As Double
    'siehe https://stackoverflow.com/questions/17447817/correlation-of-two-arrays-in-c-sharp

    'der hier errechnete "Pearson correlation coefficient" muss noch quadriert werden, um R-Squared zu erhalten, siehe
    'https://en.wikipedia.org/wiki/Coefficient_of_determination


    Dim array_xy(array1.Length - 1) As Double
    Dim array_xp2(array1.Length - 1) As Double
    Dim array_yp2(array1.Length - 1) As Double

    Dim i As Integer
    For i = 0 To array1.Length - 1
        array_xy(i) = array1(i) * array2(i)
    Next i
    For i = 0 To array1.Length - 1
        array_xp2(i) = Math.Pow(array1(i), 2.0)
    Next i
    For i = 0 To array1.Length - 1
        array_yp2(i) = Math.Pow(array2(i), 2.0)
    Next i


    Dim sum_x As Double = 0
    Dim sum_y As Double = 0
    Dim EinDouble As Double

    For Each EinDouble In array1
        sum_x += EinDouble
    Next
    For Each EinDouble In array2
        sum_y += EinDouble
    Next

    Dim sum_xy As Double = 0
    For Each EinDouble In array_xy
        sum_xy += EinDouble
    Next

    Dim sum_xpow2 As Double = 0
    For Each EinDouble In array_xp2
        sum_xpow2 += EinDouble
    Next

    Dim sum_ypow2 As Double = 0
    For Each EinDouble In array_yp2
        sum_ypow2 += EinDouble
    Next

    Dim Ex2 As Double = Math.Pow(sum_x, 2.0)
    Dim Ey2 As Double = Math.Pow(sum_y, 2.0)

    Dim ReturnWert As Double
    ReturnWert = (array1.Length * sum_xy - sum_x * sum_y) / Math.Sqrt((array1.Length * sum_xpow2 - Ex2) * (array1.Length * sum_ypow2 - Ey2))
    Correlation = ReturnWert
End Function