34 lines
639 B
C
34 lines
639 B
C
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#include <math.h>
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#define TINY 1.0e-20
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void pearsn(float x[], float y[], unsigned long n, float *r, float *prob,
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float *z)
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{
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float betai(float a, float b, float x);
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float erfcc(float x);
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unsigned long j;
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float yt,xt,t,df;
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float syy=0.0,sxy=0.0,sxx=0.0,ay=0.0,ax=0.0;
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for (j=1;j<=n;j++) {
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ax += x[j];
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ay += y[j];
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}
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ax /= n;
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ay /= n;
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for (j=1;j<=n;j++) {
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xt=x[j]-ax;
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yt=y[j]-ay;
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sxx += xt*xt;
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syy += yt*yt;
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sxy += xt*yt;
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}
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*r=sxy/(sqrt(sxx*syy)+TINY);
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*z=0.5*log((1.0+(*r)+TINY)/(1.0-(*r)+TINY));
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df=n-2;
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t=(*r)*sqrt(df/((1.0-(*r)+TINY)*(1.0+(*r)+TINY)));
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*prob=betai(0.5*df,0.5,df/(df+t*t));
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}
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#undef TINY
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