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Commit 2ebdff41 authored by Folkert Nobels's avatar Folkert Nobels
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Add documentation to the pearson correlation function

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1 merge request!742Fix the random number generator
......@@ -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;
......
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