How to find correlation between two integer arrays in java
There is nothing in core Java. There are libraries out there you can use. Apache Commons has a statistical project, check PearsonCorrelation class.
Sample code:
public static void main(String[] args) { double[] x = {1, 2, 4, 8}; double[] y = {2, 4, 8, 16}; double corr = new PearsonsCorrelation().correlation(y, x); System.out.println(corr);}
prints out 1.0
Correlation is quite easy to compute manually:
http://en.wikipedia.org/wiki/Correlation_and_dependence
public static double Correlation(int[] xs, int[] ys) { //TODO: check here that arrays are not null, of the same length etc double sx = 0.0; double sy = 0.0; double sxx = 0.0; double syy = 0.0; double sxy = 0.0; int n = xs.length; for(int i = 0; i < n; ++i) { double x = xs[i]; double y = ys[i]; sx += x; sy += y; sxx += x * x; syy += y * y; sxy += x * y; } // covariation double cov = sxy / n - sx * sy / n / n; // standard error of x double sigmax = Math.sqrt(sxx / n - sx * sx / n / n); // standard error of y double sigmay = Math.sqrt(syy / n - sy * sy / n / n); // correlation is just a normalized covariation return cov / sigmax / sigmay; }