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Calculate Correlation

What is this

A simple node package that calculates the Pearson correlation coefficient of two arrays. No dependencies needed.

Installation

As with any other node package:

npm install calculate-correlation

Usage

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.

Examples

Use it as follows:

// 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:

// 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

Be careful

  • 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.

Config options

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.

More details

As of now, the formula used by the package to calculate correlation is the one for samples.

Future

Some kind of possible roadmap:

  • Limit result number to n decimal positions.
  • Add a config option to specify the decimal positions in result.
  • 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.