added implemenation for signature Matrix, Matrix and support for BigN…

…umbers

AUTHORS

@@ -231,5 +231,6 @@ MaybePixem <[email protected]>
 Aly Khaled <[email protected]>
 BuildTools <[email protected]>
 Anik Patel <[email protected]>
+vrushaket <[email protected]>
 
 # Generated by tools/update-authors.js

src/expression/embeddedDocs/function/statistics/correlation.js

@@ -4,9 +4,10 @@ export const correlationDocs = {
   syntax: [
     'corr(A,B)'
   ],
-  description: 'Compute the colleration of a two list with values',
+  description: 'Compute the correlation coefficient of a two list with values, For matrices, the matrix correlation coefficient is calculated.',
   examples: [
-    'corr([2, 4, 6, 8],[1, 2, 3, 6])'
+    'corr([2, 4, 6, 8],[1, 2, 3, 6])',
+    'corr(matrix([[1, 2.2, 3, 4.8, 5], [1, 2, 3, 4, 5]]), matrix([[4, 5.3, 6.6, 7, 8], [1, 2, 3, 4, 5]]))'
   ],
   seealso: [
     'max',

src/function/statistics/correlation.js

@@ -1,11 +1,10 @@
 import { factory } from '../../utils/factory.js'
-
 const name = 'corr'
-const dependencies = ['typed']
+const dependencies = ['typed', 'matrix', 'mean', 'sqrt', 'sum', 'add', 'subtract', 'multiply', 'pow', 'divide']
 
-export const createCorrelation = /* #__PURE__ */ factory(name, dependencies, ({ typed }) => {
+export const createCorrelation = /* #__PURE__ */ factory(name, dependencies, ({ typed, matrix, sqrt, sum, add, subtract, multiply, pow, divide }) => {
   /**
-   * Compute the colleration of a two list with values.
+   * Compute the correlation coefficient of a two list with values, For matrices, the matrix correlation coefficient is calculated.
    *
    * Syntax:
    *
@@ -15,46 +14,44 @@ export const createCorrelation = /* #__PURE__ */ factory(name, dependencies, ({
    *
    *     math.corr([1, 2, 3, 4, 5], [4, 5, 6, 7, 8])     // returns 1
    *     math.corr([1, 2.2, 3, 4.8, 5], [4, 5.3, 6.6, 7, 8])     // returns 0.9569941688503644
+   *     math.corr(matrix([[1, 2.2, 3, 4.8, 5], [1, 2, 3, 4, 5]]), matrix([[4, 5.3, 6.6, 7, 8], [1, 2, 3, 4, 5]]))    // returns [0.9569941688503644, 1])
    *
    */
   return typed(name, {
-    // correlation(xArray, yArray)
-    'Array, Array': function (xArray, yArray) {
-      return _corr(xArray, yArray)
+    'Array, Array': function (A, B) {
+      return _corr(A, B)
+    },
+    'Matrix, Matrix': function (xMatrix, yMatrix) {
+      return matrix(_corr(xMatrix.toArray(), yMatrix.toArray()))
     }
   })
   /**
-   * Calculate the correlation coefficient between two arrays.
-   * @param {Array} xArray
-   * @param {Array} yArray
-   * @return {number | BigNumber} correlation coefficient
+   * Calculate the correlation coefficient between two arrays or matrices.
+   * @param {Array | Matrix} A
+   * @param {Array | Matrix} B
+   * @return {*} correlation coefficient
    * @private
    */
-  function _corr (xArray, yArray, normalization) {
-    if (xArray.length !== yArray.length) {
-      throw new SyntaxError('Input arrays must have the same length')
-    }
-    if (xArray.length < 2) {
-      throw new SyntaxError('Function corr requires two or more parameters (' + xArray.length + ' provided) in first input array')
-    }
-    if (yArray.length < 2) {
-      throw new SyntaxError('Function corr requires two or more parameters (' + yArray.length + ' provided) in second input array')
+  function _corr (A, B) {
+    if (Array.isArray(A[0]) && Array.isArray(B[0])) {
+      const correlations = []
+      for (let i = 0; i < A.length; i++) {
+        correlations.push(correlation(A[i], B[i]))
+      }
+      return correlations
+    } else {
+      return correlation(A, B)
     }
-
-    const n = xArray.length
-
-    const sumX = xArray.reduce((acc, x) => acc + x, 0)
-    const sumY = yArray.reduce((acc, y) => acc + y, 0)
-
-    const sumXY = xArray.reduce((acc, x, index) => acc + x * yArray[index], 0)
-    const sumXSquare = xArray.reduce((acc, x) => acc + x ** 2, 0)
-    const sumYSquare = yArray.reduce((acc, y) => acc + y ** 2, 0)
-
-    const numerator = n * sumXY - sumX * sumY
-    const denominator = Math.sqrt((n * sumXSquare - sumX ** 2) * (n * sumYSquare - sumY ** 2))
-
-    const correlation = numerator / denominator
-
-    return correlation
+  }
+  function correlation (A, B) {
+    const n = A.length
+    const sumX = sum(A)
+    const sumY = sum(B)
+    const sumXY = A.reduce((acc, x, index) => add(acc, multiply(x, B[index])), 0)
+    const sumXSquare = sum(A.map(x => pow(x, 2)))
+    const sumYSquare = sum(B.map(y => pow(y, 2)))
+    const numerator = subtract(multiply(n, sumXY), multiply(sumX, sumY))
+    const denominator = sqrt(multiply(subtract(multiply(n, sumXSquare), pow(sumX, 2)), subtract(multiply(n, sumYSquare), pow(sumY, 2))))
+    return divide(numerator, denominator)
   }
 })

test/unit-tests/function/statistics/correlation.test.js

@@ -1,11 +1,14 @@
 import assert from 'assert'
 import math from '../../../../src/defaultInstance.js'
 const corr = math.corr
+const BigNumber = math.BigNumber
 
 describe('correlation', function () {
   it('should return the correlation coefficient from an array', function () {
+    assert.strictEqual(corr([new BigNumber(1), new BigNumber(2.2), new BigNumber(3), new BigNumber(4.8), new BigNumber(5)], [new BigNumber(4), new BigNumber(5.3), new BigNumber(6.6), new BigNumber(7), new BigNumber(8)]).toNumber(), 0.9569941688503653)
     assert.strictEqual(corr([1, 2, 3, 4, 5], [4, 5, 6, 7, 8]), 1)
     assert.strictEqual(corr([1, 2.2, 3, 4.8, 5], [4, 5.3, 6.6, 7, 8]), 0.9569941688503644)
+    assert.deepStrictEqual(corr(math.matrix([[1, 2.2, 3, 4.8, 5], [1, 2, 3, 4, 5]]), math.matrix([[4, 5.3, 6.6, 7, 8], [1, 2, 3, 4, 5]]))._data, [0.9569941688503644, 1])
   })
 
   it('should throw an error if called with invalid number of arguments', function () {

types/index.d.ts

@@ -2915,8 +2915,8 @@ declare namespace math {
     cumsum(...args: MathType[]): MathType[]
     /**
      * @param array A single matrix
-     * @p    corr(xArray: MathCollection, yArray: MathCollection): MathNumericType
-ms along the given dimension
+     * @param dim The dimension along which to sum (defaults to 0)
+     * @returns The cumulative sums along the given dimension
      */
     cumsum(array: MathCollection, dim?: number): MathCollection
 
@@ -2972,14 +2972,11 @@ ms along the given dimension
 
     /**
      * Calculate the correlation coefficient between two matrix.
-     * @param {Array} xArray A matrix to compute correlation coefficient
-     * @param {Array} yArray A matrix to compute correlation coefficient
+     * @param {Array} x The first matrix to compute correlation coefficient
+     * @param {Array} y The second matrix to compute correlation coefficient
      * @returns correlation coefficient
      */
-    corr(
-      xArray: MathCollection,
-      yArray: MathCollection
-    ): MathNumericType
+    corr(xArray: MathCollection, yArray: MathCollection): MathType
 
     /*************************************************************************
      * String functions