I need to use the Pearson correlation coefficient in my Torch / Lua program. This is the function:
function math.pearson(a)
-- compute the mean
local x1, y1 = 0, 0
for _, v in pairs(a) do
x1, y1 = x1 + v[1], y1 + v[2]
print('x1 '..x1);
print('y1 '..y1);
end
-- compute the coefficient
x1, y1 = x1 / #a, y1 / #a
local x2, y2, xy = 0, 0, 0
for _, v in pairs(a) do
local tx, ty = v[1] - x1, v[2] - y1
xy, x2, y2 = xy + tx * ty, x2 + tx * tx, y2 + ty * ty
end
return xy / math.sqrt(x2) / math.sqrt(y2)
end
This function wants an input couple table that can be used in the pairs() function. I tried to submit to it the right input table but I was not able to get anything working.
I tried with:
z = {}
a = {27, 29, 45, 98, 1293, 0.1}
b = {0.0001, 0.001, 0.32132, 0.0001, 0.0009}
z = {a,b}
But unfortunately it does not work. It will compute pairs between the first elements of b, while I want it to compute the correlation between a and b. How could I do?
Can you provide a good object that may work as input to the math.pearson() function?
If you are using this implementation, then I think it expects a different parameter structure. You should be passing a table of two-value tables, as in:
local z = {
{27, 0.0001}, {29, 0.001}, {45, 0.32132}, {98, 0.0001}, {1293, 0.0009}
}
print(math.pearson(z))
This prints -0.25304101592759
for me.