PearsonCor

Allows computation of mean, stdev, variance, covariance, Pearson correlation online. Getters for stdev, var, cov, cor cost floating point division ops. Getters for means cost a single branch to check for N == 0. This struct uses O(1) space.

PearsonCor.cor is alias this'd, so if this struct is used as a float, it will be converted to a simple correlation coefficient automatically.

struct PearsonCor {

double _k;

double _mean1;

double _mean2;

double _var1;

double _var2;

double _cov;

void put(double elem1, double elem2);

void put(const ref typeof(this) rhs);

double var1 [@property getter];

double var2 [@property getter];

double stdev1 [@property getter];

double stdev2 [@property getter];

double cor [@property getter];

double cov [@property getter];

double mean1 [@property getter];

double mean2 [@property getter];

double N [@property getter];

}

Alias This

cor

Members

Functions

put void put(double elem1, double elem2)
put void put(const ref typeof(this) rhs): Combine two PearsonCor's.

Properties

N double N [@property getter]
cor double cor [@property getter]
cov double cov [@property getter]
mean1 double mean1 [@property getter]
mean2 double mean2 [@property getter]
stdev1 double stdev1 [@property getter]
stdev2 double stdev2 [@property getter]
var1 double var1 [@property getter]
var2 double var2 [@property getter]

Bugs

Alias this disabled due to compiler bugs.

References: Computing Higher-Order Moments Online. http://people.xiph.org/~tterribe/notes/homs.html