com.test.zmisc.App.java Source code

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Here is the source code for com.test.zmisc.App.java

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/**
 * Copyright 2016 Ambud Sharma
 * 
 * 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.test.zmisc;

import java.util.concurrent.ThreadLocalRandom;

import org.apache.commons.math.stat.correlation.PearsonsCorrelation;
import org.apache.commons.math.stat.descriptive.moment.StandardDeviation;

/**
 * Hello world!
 *
 */
public class App {

    public static void main(String[] args) {
        double[] a = new double[32768];
        double[] b = new double[32768];

        ThreadLocalRandom rand = ThreadLocalRandom.current();

        for (int i = 0; i < a.length; i++) {
            a[i] = rand.nextDouble();
            b[i] = a[i];
        }

        long ts = System.currentTimeMillis();
        PearsonsCorrelation corr = new PearsonsCorrelation();
        corr.correlation(a, b);
        ts = System.currentTimeMillis() - ts;
        System.out.println("Time elapsed:" + ts + "ms");

        // standard deviation is the sqrt(mean((X-avg)^2))

        ts = System.currentTimeMillis();
        double amean = average(a);
        double aStdDev = standardDeviation(a, amean);

        StandardDeviation sd = new StandardDeviation();
        sd.setBiasCorrected(false);

        double bmean = average(b);
        double bStdDev = standardDeviation(b, bmean);

        double cor = (covariance(a, aStdDev, b, bmean)) / (aStdDev * bStdDev);
        ts = System.currentTimeMillis() - ts;
        System.out.println("Time elapsed:" + ts + "ms");
    }

    public static double average(double[] a) {
        double avg = 0;
        for (int i = 0; i < a.length; i++) {
            avg += a[i];
        }
        avg = avg / a.length;
        return avg;
    }

    public static double covariance(double[] a, double amean, double[] b, double bmean) {
        double t = 0;
        for (int i = 0; i < a.length; i++) {
            t += (a[i] - amean) * (b[i] - bmean);
        }
        return t / a.length;
    }

    public static double standardDeviation(double[] a, double avg) {
        double aStdDev = 0;
        for (int i = 0; i < a.length; i++) {
            double tmp = (a[i] - avg);
            aStdDev += tmp * tmp;
        }
        aStdDev = Math.sqrt(aStdDev / (a.length));
        return aStdDev;
    }
}