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

Answer 1

There is nothing in core Java. There are libraries out there you can use. Apache Commons has a statistical project, check PearsonCorrelation class.

Sample code:

public static void main(String[] args) {
    double[] x = {1, 2, 4, 8};
    double[] y = {2, 4, 8, 16};
    double corr = new PearsonsCorrelation().correlation(y, x);

    System.out.println(corr);
}

prints out 1.0

Answer 2

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;
  }