maia-util/es6/corr.js

Utility math and music functions supporting various applications by Music Artificial Intelligence Algorithms, Inc.

import mean from './mean'

/**
 * This function calculates the Pearson product-moment correlation coefficient
 * between the input arrays `x` and `y`. It checks that the arrays are of the
 * same length, but does not check that they each consist of numbers, nor for
 * zero divisors (output `NaN` in both cases).
 *
 * @author Tom Collins
 * @comment 8/11/2015
 * @param {number[]} x - An array
 * @param {number[]} y - An array
 * @return {number} in the range [-1, 1]
 *
 * @example
 *     const x = [6, -4.2, 0]
 * const y = [0, 0.5, 1]
 * var dimArr = [0, 2];
 * corr(x, y);
 * →
 * 0.4274
 */

export default function corr(x, y){
  var n = x.length;
  if (n !== y.length){
    throw "Error in call to corr: input arrays must be of the same length.";
  }
  else{
    var x_bar = mean(x);
    var y_bar = mean(y);
    var x2 = 0;
    var y2 = 0;
    var xy = 0;
    for (let i = 0; i < x.length; i++){
      x2 += Math.pow(x[i], 2);
      y2 += Math.pow(y[i], 2);
      xy += x[i]*y[i];
    }
    var r = (xy - n*x_bar*y_bar)/
      (Math.sqrt(x2 - n*Math.pow(x_bar, 2))*Math.sqrt(y2 - n*Math.pow(y_bar, 2)));
    return r;
  }
}