com.insightml.math.statistics.Correlation.java Source code

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Here is the source code for com.insightml.math.statistics.Correlation.java

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/*
 * Copyright (C) 2016 Stefan Hen
 *
 * Licensed under the Apache License, Version 2.0 (the "License");
 * you may not use this file except in compliance with the License.
 * You may obtain a copy of the License at
 *
 * http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
 */
package com.insightml.math.statistics;

import java.util.HashMap;
import java.util.Map;
import java.util.Map.Entry;

import org.apache.commons.math3.stat.correlation.Covariance;
import org.apache.commons.math3.stat.correlation.PearsonsCorrelation;
import org.apache.commons.math3.stat.correlation.SpearmansCorrelation;
import org.apache.commons.math3.stat.descriptive.DescriptiveStatistics;

import com.insightml.utils.types.collections.DoubleLinkedList;
import com.insightml.utils.types.collections.PairList;
import com.insightml.utils.ui.SimpleFormatter;
import com.insightml.utils.ui.UiUtils;

public class Correlation implements Comparable<Correlation> {

    private final double[][] arrays;

    private final Double covariance;
    private final double pearson;
    private final double spearman;
    private final double mean;

    public Correlation(final double[] x, final double[] y) {
        arrays = new double[2][x.length];
        for (int i = 0; i < x.length; ++i) {
            arrays[0][i] = x[i];
            arrays[1][i] = y[i];
        }
        final DoubleLinkedList x2 = new DoubleLinkedList();
        final DoubleLinkedList y2 = new DoubleLinkedList();
        for (int i = 0; i < x.length; ++i) {
            if (!Double.isNaN(x[i])) {
                x2.add(x[i]);
                y2.add(y[i]);
            }
        }
        final double[] x2arr = x2.toArray();
        final double[] y2arr = y2.toArray();
        covariance = new Covariance().covariance(x2arr, y2arr);
        pearson = new PearsonsCorrelation().correlation(x2arr, y2arr);
        spearman = new SpearmansCorrelation().correlation(x2arr, y2arr);
        mean = (Math.abs(pearson) + Math.abs(spearman)) / 2;
    }

    public final double getMean() {
        return mean;
    }

    public final double getPearson() {
        return pearson;
    }

    public final double getSpearman() {
        return spearman;
    }

    public final double getCovariance() {
        return covariance;
    }

    @Override
    public final int compareTo(final Correlation o) {
        return Double.valueOf(o.getMean()).compareTo(getMean());
    }

    public final String getText() {
        final StringBuilder builder = new StringBuilder(512);
        final SimpleFormatter formatter = new SimpleFormatter(5, true);
        builder.append("Covariance: " + UiUtils.fill(formatter.format(getCovariance()), 12));
        builder.append("Pearson: " + UiUtils.fill(formatter.format(getPearson()), 12));
        builder.append("Spearman: " + UiUtils.fill(formatter.format(getSpearman()), 12));
        builder.append("Mean: " + UiUtils.fill(formatter.format(getMean()), 12));
        builder.append("Diff: " + formatter.format(Math.abs(getPearson() - getSpearman())));
        return builder.toString();
    }

    public final PairList<String, Map<Number, Number>> getChart(final CharSequence label) {
        final Map<Number, DescriptiveStatistics> points = new HashMap<>();
        for (int i = 0; i < arrays[0].length; ++i) {
            final double key = arrays[1][i];
            if (!points.containsKey(key)) {
                points.put(key, new DescriptiveStatistics());
            }
            points.get(key).addValue(arrays[0][i]);
        }
        final Map<Number, Number> average = new HashMap<>();
        final Map<Number, Number> median = new HashMap<>();
        for (final Entry<Number, DescriptiveStatistics> entry : points.entrySet()) {
            average.put(entry.getKey(), entry.getValue().getMean());
            median.put(entry.getKey(), entry.getValue().getPercentile(50));
        }
        final PairList<String, Map<Number, Number>> list = new PairList<>();
        list.add("Average " + label, average);
        list.add("Median " + label, median);
        return list;
    }

}