Analysis

Esiur.Analysis/Statistics/StatisticalFunctions.cs

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+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+
+namespace Esiur.Analysis.Statistics
+{
+    public static class Statistics
+    {
+        public static double Mean(this double[] values) => values.Sum() / values.Length;
+
+        public static double Variance(this double[] x)
+        {
+            var mean = x.Mean();
+            return x.Sum(x => Math.Pow(x - mean, 2)) / x.Length;
+        }
+
+
+        public static double StdDiv(this double[] x) => Math.Sqrt(x.Variance());
+
+        public static double Covariance(this double[] x, double[] y)
+        {
+            var n = x.Length < y.Length ? x.Length : y.Length;
+            var X = x.Mean();
+            var Y = y.Mean();
+
+            double rt = 0;
+
+            for (var i = 0; i < n; i++)
+                rt += (x[i] - X) * (y[i] - Y);
+
+            return rt / n;
+        }
+
+
+        public static double RMS(this double[] x) => Math.Sqrt(x.Sum(x => x * x) / x.Length);
+
+
+        public static double Correlation(this double[] x, double[] y)
+        {
+            return x.Covariance(y) / (x.StdDiv() * y.StdDiv());
+        }
+    }
+}