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{ ******************************************************************
Correlation coefficient
****************************************************************** }
unit ucorrel;
interface
uses
utypes;
function Correl(X, Y : PVector; Lb, Ub : Integer) : Float;
{ Correlation coefficient between samples X and Y }
implementation
function Correl(X, Y : PVector; Lb, Ub : Integer) : Float;
var
SX, SY, Xbar, Ybar, DX, DY, SSX, SSY, SP : Float;
N, I : Integer;
begin
N := Ub - Lb + 1;
SX := 0.0;
SY := 0.0;
for I := Lb to Ub do
begin
SX := SX + X^[I];
SY := SY + Y^[I];
end;
Xbar := SX / N;
Ybar := SY / N;
SSX := 0.0;
SSY := 0.0;
SP := 0.0;
for I := Lb to Ub do
begin
DX := X^[I] - Xbar;
DY := Y^[I] - Ybar;
SSX := SSX + DX * DX;
SSY := SSY + DY * DY;
SP := SP + DX * DY;
end;
Correl := SP / Sqrt(SSX * SSY);
end;
end.
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