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PearsonCorrelation


Header: STD.h
Namespace: fil
Module: FoundationLite

Computes Pearson product-moment correlation coefficient. The array must be not empty.

Syntax

void fil::PearsonCorrelation
(
	const ftl::Array<float>& inValues1,
	const ftl::Array<float>& inValues2,
	float inMinStdDev,
	float& outCorrelation
)

Parameters

Name Type Range Default Description
Input value inValues1 const Array<float>& Array of values of the first variable
Input value inValues2 const Array<float>& Array of values of the second variable
Input value inMinStdDev float 0.0 - 0.001f Minimum value of standard deviation for correlation to be non-zero
Output value outCorrelation float& Computed correlation coefficient between two variables

Hints

  • Make sure that the standard deviation of both input arrays is non-zero.

Errors

List of possible exceptions:

Error type Description
DomainError Cannot compute the value of PearsonCorrelation. The standard deviation of some set of input values is equal to zero.
DomainError Empty array on input in PearsonCorrelation.
DomainError Inconsistent size of arrays in PearsonCorrelation.