Perason Correlation Coefficient for a datatable
An extension method that add the possibility calculate the Pearson correlation coefficient using the names of two columns of the data table in question.
Source
namespace System.Data
{
using Collections.Generic;
public static class DataTableExtensions
{
public static double PearsonCorrelate(this DataTable aSourceTable, string aColumn1, string aColumn2)
{
double dblResult = 0;
// Buffer
double tmpX = 0;
double tmpY = 0;
// These will be used in the Pearson correalation formula
double X = 0; // Sum of X
double Y = 0; // Sum of Y
double XX = 0; // Sum of X * X
double YY = 0; // Sum of Y * Y
double XY = 0; // Sum of X * Y
int iRowCount = aSourceTable.Rows.Count;
foreach (DataRow row in aSourceTable.Rows)
{
tmpX = Convert.ToDouble(row[aColumn1]);
tmpY = Convert.ToDouble(row[aColumn2]);
X += tmpX;
Y += tmpY;
XX += tmpX * tmpX;
YY += tmpY * tmpY;
XY += tmpX * tmpY;
}
dblResult = (iRowCount * XY - X * Y) / Math.Sqrt((iRowCount * XX - X * X) * (iRowCount * YY - Y * Y));
return dblResult;
}
}
}
Example
DataTable tblWeather = GetWeatherInformation();
double dblCorrelation = tblWeather.PearsonCorrelation("WindSpeed" , "Temperature");
Author: Mahmood Salamah
Submitted on: 26 aug. 2016
Language: C#
Type: System.Data.DataTable
Views: 4282