[Quantproject-developers] QuantProject/b1_ADT/Statistics BasicFunctions.cs, 1.10, 1.11
Brought to you by:
glauco_1
|
From: Glauco S. <gla...@us...> - 2008-03-06 20:13:56
|
Update of /cvsroot/quantproject/QuantProject/b1_ADT/Statistics In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv30066/b1_ADT/Statistics Modified Files: BasicFunctions.cs Log Message: Some code has been added to test the method that computes the Pearson correlation coefficient Index: BasicFunctions.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b1_ADT/Statistics/BasicFunctions.cs,v retrieving revision 1.10 retrieving revision 1.11 diff -C2 -d -r1.10 -r1.11 *** BasicFunctions.cs 27 Feb 2008 22:26:44 -0000 1.10 --- BasicFunctions.cs 6 Mar 2008 20:13:49 -0000 1.11 *************** *** 321,324 **** --- 321,333 ---- currentValueFromSecondDataSet * currentValueFromSecondDataSet; } + double n1 = n*sumOfProduct; + double n2 = sumOfFirst*sumOfSecond; + double numerator = n*sumOfProduct - sumOfFirst*sumOfSecond; + double d1 = n*sumOfSquaredFirst; + double d2 = sumOfFirst*sumOfFirst; + double d3 = n*sumOfSquaredSecond; + double d4 = sumOfSecond*sumOfSecond; + double d5 = d1 - d2; + double d6 = d3 - d4; return (n*sumOfProduct - sumOfFirst*sumOfSecond)/ Math.Sqrt( (n*sumOfSquaredFirst - sumOfFirst*sumOfFirst)* |