/*******************************************************************************
* Copyright (c) 2009-2013 CWI
* All rights reserved. This program and the accompanying materials
* are made available under the terms of the Eclipse Public License v1.0
* which accompanies this distribution, and is available at
* http://www.eclipse.org/legal/epl-v10.html
*******************************************************************************/
package org.rascalmpl.library.analysis.statistics;
import org.apache.commons.math.MathException;
import org.apache.commons.math.linear.RealMatrix;
import org.apache.commons.math.stat.correlation.Covariance;
import org.eclipse.imp.pdb.facts.IList;
import org.eclipse.imp.pdb.facts.IListWriter;
import org.eclipse.imp.pdb.facts.INumber;
import org.eclipse.imp.pdb.facts.ITuple;
import org.eclipse.imp.pdb.facts.IValue;
import org.eclipse.imp.pdb.facts.IValueFactory;
import org.eclipse.imp.pdb.facts.type.Type;
import org.eclipse.imp.pdb.facts.type.TypeFactory;
public class Correlations {
private final IValueFactory values;
private TypeFactory types;
public Correlations(IValueFactory values){
super();
this.types = TypeFactory.getInstance();
this.values = values;
}
double [] xvalues;
double [] yvalues;
double [][] xyvalues;
void make(IList dataValues){
int n = dataValues.length();
xvalues = new double[n];
yvalues = new double[n];
xyvalues = new double[n][n];
int i = 0;
for(IValue v : dataValues){
ITuple t = (ITuple) v;
INumber x = (INumber) t.get(0);
INumber y = (INumber) t.get(1);
xvalues[i] = xyvalues[i][0] = x.toReal().doubleValue();
yvalues[i] = xyvalues[i][0] = y.toReal().doubleValue();
i++;
}
}
public IValue PearsonsCorrelation(IList dataValues){
make(dataValues);
return values.real(new org.apache.commons.math.stat.correlation.PearsonsCorrelation().correlation(xvalues, yvalues));
}
private IList RealMatrix2List(RealMatrix m){
Type listType = types.listType(types.realType());
IListWriter w = values.listWriter(listType.getElementType());
int n = m.getColumnDimension();
for(int i = 0; i < n; i++){
w.append(values.real(m.getEntry(i,0)));
}
return w.done();
}
public IValue PearsonsCorrelationStandardErrors(IList dataValues){
make(dataValues);
RealMatrix errors = new org.apache.commons.math.stat.correlation.PearsonsCorrelation(xyvalues).getCorrelationStandardErrors();
return RealMatrix2List(errors);
}
public IValue PearsonsCorrelationPValues(IList dataValues){
make(dataValues);
RealMatrix errors;
try {
errors = new org.apache.commons.math.stat.correlation.PearsonsCorrelation(xyvalues).getCorrelationPValues();
return RealMatrix2List(errors);
} catch (MathException e) {
// TODO Auto-generated catch block
e.printStackTrace();
}
return null;
}
public IValue SpearmansCorrelation(IList dataValues){
make(dataValues);
return values.real(new org.apache.commons.math.stat.correlation.SpearmansCorrelation().correlation(xvalues, yvalues));
}
public IValue covariance(IList dataValues){
make(dataValues);
return values.real(new Covariance().covariance(xvalues, yvalues, false));
}
}