相関係数を求める

correlation_coefficient.rb

#!/usr/bin/env ruby
# coding: utf-8

# ref. http://ja.wikipedia.org/wiki/%E7%9B%B8%E9%96%A2%E4%BF%82%E6%95%B0

# 相加平均
def mean(x)
  x.inject(:+) / x.length
end

# 共分散
def covarience(x, y)
  _x, _y = [x, y].map{|n| mean n}
  x.zip(y).map{|xi, yi| (xi - _x) * (yi - _y)}.inject(:+)
end

# 標準偏差
def deviation(d)
  _d = mean d
  Math.sqrt d.map{|i| (i - _d) ** 2}.inject(:+)
end

# 相関係数
def correlation_coefficient(x, y)
  covarience(x, y) / ( deviation(x) * deviation(y) )
end

# ref. http://aoki2.si.gunma-u.ac.jp/lecture/Soukan/pearson.html
a = [2.8, 3.4, 3.6, 5.8,  7.0,  9.5, 10.2, 12.3, 13.2, 13.4]
b = [0.6, 3.0, 0.4, 1.5, 15.0, 13.4,  7.6, 19.8, 18.3, 18.9]

p correlation_coefficient(a, b)