基于c#的相关性分析_【原创】开源Math.NET基础数学类库使用(11)C#计算相关系数...

/// 2个数据集的相关度计算类

public static classCorrelation

{/// 计算皮尔逊积差相关系数

/// 数据样本A.

/// 数据样本B.

/// 返回皮尔逊积差相关系数.

public static double Pearson(IEnumerable dataA, IEnumerabledataB)

{int n = 0;double r = 0.0;double meanA = 0;double meanB = 0;double varA = 0;double varB = 0;

using (IEnumerator ieA =dataA.GetEnumerator())using (IEnumerator ieB =dataB.GetEnumerator())

{while(ieA.MoveNext())

{if (!ieB.MoveNext())

{throw new ArgumentOutOfRangeException("dataB", Resources.ArgumentArraysSameLength);

}double currentA =ieA.Current;double currentB =ieB.Current;double deltaA = currentA -meanA;double scaleDeltaA = deltaA/++n;double deltaB = currentB -meanB;double scaleDeltaB = deltaB/n;

meanA+=scaleDeltaA;

meanB+=scaleDeltaB;

varA+= scaleDeltaA*del