Commit 2ebdff41 authored by Folkert Nobels's avatar Folkert Nobels

Add documentation to the pearson correlation function

parent 2e854b77
......@@ -26,6 +26,28 @@
/* Local headers. */
#include "swift.h"
* @brief Compute the Pearson correlation coefficient for two sets of numbers
* The pearson correlation coefficient between two sets of numbers can be
* calculated as:
* <x*y> - <x>*<y>
* r_xy = ----------------------
* (var(x) * var(y))^.5
* In the case that both sets are purely uncorrelated the value of the
* Pearson correlation function is expected to be close to 0. In the case that
* there is positive correlation r_xy > 0 and in the case of negative
* correlation, the function has r_xy < 0.
* @param mean1 average of first series of numbers
* @param mean2 average of second series of numbers
* @param total12 sum of x_i * y_i of both series of numbers
* @param var1 variance of the first series of numbers
* @param var2 variance of the second series of numbers
* @param number of elements in both series
* */
double pearsonfunc(double mean1, double mean2, double total12, double var1, double var2, int counter) {
const double mean12 = total12 / (double)counter;
Markdown is supported
You are about to add 0 people to the discussion. Proceed with caution.
Finish editing this message first!
Please register or to comment