Files
IronCalc/base/src/functions/statistical/pearson.rs

114 lines
3.6 KiB
Rust

use crate::expressions::types::CellReferenceIndex;
use crate::{
calc_result::CalcResult, expressions::parser::Node, expressions::token::Error, model::Model,
};
impl<'a> Model<'a> {
// PEARSON(array1, array2)
pub(crate) fn fn_pearson(&mut self, args: &[Node], cell: CellReferenceIndex) -> CalcResult {
let (_, _, values_left, values_right) = match self.fn_get_two_matrices(args, cell) {
Ok(result) => result,
Err(e) => return e,
};
// Flatten into (x, y) pairs, skipping non-numeric entries (None)
let mut n: f64 = 0.0;
let mut sum_x = 0.0;
let mut sum_y = 0.0;
let mut sum_x2 = 0.0;
let mut sum_y2 = 0.0;
let mut sum_xy = 0.0;
let len = values_left.len().min(values_right.len());
for i in 0..len {
match (values_left[i], values_right[i]) {
(Some(x), Some(y)) => {
n += 1.0;
sum_x += x;
sum_y += y;
sum_x2 += x * x;
sum_y2 += y * y;
sum_xy += x * y;
}
_ => {
// Ignore pairs where at least one side is non-numeric
}
}
}
if n < 2.0 {
return CalcResult::new_error(
Error::DIV,
cell,
"PEARSON requires at least two numeric pairs".to_string(),
);
}
// Pearson correlation:
// r = [ n*Σxy - (Σx)(Σy) ] / sqrt( [n*Σx² - (Σx)²] [n*Σy² - (Σy)²] )
let num = n * sum_xy - sum_x * sum_y;
let denom_x = n * sum_x2 - sum_x * sum_x;
let denom_y = n * sum_y2 - sum_y * sum_y;
if denom_x.abs() < 1e-15 || denom_y.abs() < 1e-15 {
// Zero variance in at least one series
return CalcResult::new_error(
Error::DIV,
cell,
"PEARSON cannot be computed when one series has zero variance".to_string(),
);
}
let denom = (denom_x * denom_y).sqrt();
CalcResult::Number(num / denom)
}
// RSQ(array1, array2) = CORREL(array1, array2)^2
pub(crate) fn fn_rsq(&mut self, args: &[Node], cell: CellReferenceIndex) -> CalcResult {
let (_rows, _cols, values1, values2) = match self.fn_get_two_matrices(args, cell) {
Ok(s) => s,
Err(e) => return e,
};
let mut n = 0.0_f64;
let mut sum_x = 0.0_f64;
let mut sum_y = 0.0_f64;
let mut sum_x2 = 0.0_f64;
let mut sum_y2 = 0.0_f64;
let mut sum_xy = 0.0_f64;
let len = values1.len().min(values2.len());
for i in 0..len {
if let (Some(x), Some(y)) = (values1[i], values2[i]) {
n += 1.0;
sum_x += x;
sum_y += y;
sum_x2 += x * x;
sum_y2 += y * y;
sum_xy += x * y;
}
}
if n < 2.0 {
return CalcResult::new_error(
Error::DIV,
cell,
"RSQ requires at least two numeric data points in each range".to_string(),
);
}
let num = n * sum_xy - sum_x * sum_y;
let denom_x = n * sum_x2 - sum_x * sum_x;
let denom_y = n * sum_y2 - sum_y * sum_y;
let denom = (denom_x * denom_y).sqrt();
if denom == 0.0 || !denom.is_finite() {
return CalcResult::new_error(Error::DIV, cell, "Division by zero in RSQ".to_string());
}
let r = num / denom;
CalcResult::Number(r * r)
}
}