locutus/esm/r/stats/cor.js

Locutus other languages' standard libraries to JavaScript for fun and educational purposes

import { sampleCovariance, sampleVariance, toRNumericArray } from "../_helpers/_stats.js";
export function cor(x, y) {
    //      discuss at: https://locutus.io/r/cor/
    // parity verified: R 4.4
    //     original by: Kevin van Zonneveld (https://kvz.io)
    //          note 1: Implements R's default Pearson correlation for two plain numeric vectors.
    //       example 1: cor([1, 2, 3], [1, 5, 7])
    //       returns 1: 0.9819805060619659
    //       example 2: cor([1, 2, 3], [7, 5, 3])
    //       returns 2: -1
    //       example 3: cor([1, 2, 3], [2, 4, 6])
    //       returns 3: 1
    const left = toRNumericArray(x, 'cor');
    const right = toRNumericArray(y, 'cor');
    const covariance = sampleCovariance(left, right, 'cor');
    const denominator = Math.sqrt(sampleVariance(left) * sampleVariance(right));
    return denominator === 0 ? Number.NaN : covariance / denominator;
}