locutus/r/stats/cor.js

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

"use strict";
Object.defineProperty(exports, "__esModule", { value: true });
exports.cor = cor;
const _stats_ts_1 = require("../_helpers/_stats.js");
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 = (0, _stats_ts_1.toRNumericArray)(x, 'cor');
    const right = (0, _stats_ts_1.toRNumericArray)(y, 'cor');
    const covariance = (0, _stats_ts_1.sampleCovariance)(left, right, 'cor');
    const denominator = Math.sqrt((0, _stats_ts_1.sampleVariance)(left) * (0, _stats_ts_1.sampleVariance)(right));
    return denominator === 0 ? Number.NaN : covariance / denominator;
}