Calculates the correlation coefficient of two arrays. Simple, with no dependencies
npm install calculate-correlationA simple node package that calculates the Pearson correlation coefficient of two arrays. No dependencies needed.
As with any other node package:
``bash`
npm install calculate-correlation
The package exports a function.
The function takes two required arguments: two arrays of numbers, with equal length.
And the function returns the correlation coefficient of the two arrays of numbers.
The function also accepts a third optional argument, a config object. More info about it below.
Use it as follows:
`js
// import the fn
const calculateCorrelation = require("calculate-correlation");
// given 4 points: (2,3), (5,3), (4,6) and (1,7)
const x = [2, 5, 4, 1];
const y = [3, 3, 6, 7];
const correlation = calculateCorrelation(x, y);
console.log(correlation); // logs -0.442807443
console.log(typeof correlation); // logs number
`
Example with config options:
`js
// import the fn
const calculateCorrelation = require("calculate-correlation");
// given 4 points: (2,3), (5,3), (4,6) and (1,7)
const x = [2, 5, 4, 1];
const y = [3, 3, 6, 7];
const config = {
string: true,
decimals: 5,
};
const correlation = calculateCorrelation(x, y, config);
console.log(correlation); // logs -0.44281
console.log(typeof correlation); // logs string
`
- Passing less than 2 or more than three arguments will return an error.
- Passing two arrays with non-numerical values in them will return an error.
- Passign two arrays with different length will also return an error.
If the input is correct, the default result will be a Number between 1 and -1, rounded up to 9 decimal positions.
The function accepts an object as the third argument. This object can setup two options:
| Option | Type | Default | Description |
| -------- | ------- | ------- | ------------------------------------------------------ |
| string | Boolean | false | Return the result as a String`. |
| decimals | Number | 9 | The maximum number of decimals to round the result to. |
As of now, the formula used by the package to calculate correlation is the one for samples.
Some kind of possible roadmap:
- [x] Limit result number to _n_ decimal positions.
- [x] Add a config option to specify the decimal positions in result.
- [x] Add a config option to specify if the result is preferred as string or number.
- [ ] Add a config option to calculate correlation of a population instead of a sample.
- [ ] Throw different error messages depending on what was the problem with the input.
- [ ] Return other statistic values like _average_, _standard deviation_, _variance_, _covariance_, etc.