org.openuat.features
Class Correlation

java.lang.Object
  extended by org.openuat.features.Correlation

public class Correlation
extends java.lang.Object


Constructor Summary
Correlation()
           
 
Method Summary
 double correlationCoefficient(double[] a, double[] b, int offset)
          Calculates the correlation coefficient between vectors a and b.
 double correlationCoefficient(int[] a, int[] b, int offset)
          Calculates the correlation coefficient between vectors a and b.
 double maxCorrelationCoefficient(double[] a, double[] b, int maxOffsetSearch)
           
 int maxCorrelationCoefficient(int[] a, int[] b, int maxOffsetSearch)
           
 
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Constructor Detail

Correlation

public Correlation()
Method Detail

correlationCoefficient

public double correlationCoefficient(int[] a,
                                     int[] b,
                                     int offset)
Calculates the correlation coefficient between vectors a and b.

Parameters:
a - The first vector or time series.
b - The second vector or time series.
offset - If >0, then it will be added to the index for accessing b, i.e. elements a[i] and b[i+offset] will be compared. If <0, then it will be added to the index for accessing a, i.e. elements a[i+offset] and b[i] will be compared.

correlationCoefficient

public double correlationCoefficient(double[] a,
                                     double[] b,
                                     int offset)
Calculates the correlation coefficient between vectors a and b.

Parameters:
a - The first vector or time series.
b - The second vector or time series.
offset - If >0, then it will be added to the index for accessing b, i.e. elements a[i] and b[i+offset] will be compared. If <0, then it will be added to the index for accessing a, i.e. elements a[i+offset] and b[i] will be compared.

maxCorrelationCoefficient

public int maxCorrelationCoefficient(int[] a,
                                     int[] b,
                                     int maxOffsetSearch)

maxCorrelationCoefficient

public double maxCorrelationCoefficient(double[] a,
                                        double[] b,
                                        int maxOffsetSearch)


2005-2009, Rene Mayrhofer.