33 lines
610 B
C++
33 lines
610 B
C++
#include <cmath>
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#include "nr.h"
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using namespace std;
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void NR::pearsn(Vec_I_DP &x, Vec_I_DP &y, DP &r, DP &prob, DP &z)
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{
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const DP TINY=1.0e-20;
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int j;
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DP yt,xt,t,df;
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DP syy=0.0,sxy=0.0,sxx=0.0,ay=0.0,ax=0.0;
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int n=x.size();
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for (j=0;j<n;j++) {
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ax += x[j];
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ay += y[j];
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}
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ax /= n;
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ay /= n;
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for (j=0;j<n;j++) {
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xt=x[j]-ax;
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yt=y[j]-ay;
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sxx += xt*xt;
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syy += yt*yt;
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sxy += xt*yt;
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}
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r=sxy/(sqrt(sxx*syy)+TINY);
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z=0.5*log((1.0+r+TINY)/(1.0-r+TINY));
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df=n-2;
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t=r*sqrt(df/((1.0-r+TINY)*(1.0+r+TINY)));
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prob=betai(0.5*df,0.5,df/(df+t*t));
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// prob=erfcc(fabs(z*sqrt(n-1.0))/1.4142136);
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}
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