1.添加 Misc.MyMath.Correl 支持double

Project.FLY.Misc/MISC/MyMath.cs

@@ -269,6 +269,64 @@ namespace Misc
                 return 0;
         }
 
+
+        /// <summary>
+        /// 求相关性
+        /// </summary>
+        /// <param name="x"></param>
+        /// <param name="y"></param>
+        public static double Correl(IEnumerable<double> x, IEnumerable<double> y)
+        {
+            return Correl(x, 0, y, 0, x.Count());
+        }
+        /// <summary>
+        /// 求相关性
+        /// </summary>
+        /// <param name="x"></param>
+        /// <param name="y"></param>
+        /// <returns></returns>
+        public static double Correl(IEnumerable<double> x, int x_offset, IEnumerable<double> y, int y_offset, int len)
+        {
+            double sum_x = 0;
+            double sum_y = 0;
+            double sum_x2 = 0;
+            double sum_y2 = 0;
+            double sum_xy = 0;
+            int cnt = 0;
+            ////避免溢出
+            //int max_x = Max(x, x_offset, x_offset + len - 1);
+            //if (max_x > 30000)
+            //{ 
+
+            //}
+
+            for (int i = 0; i < len; i++)
+            {
+                int x_i = i + x_offset;
+                int y_i = i + y_offset;
+                double xv = x.ElementAt(x_i);
+                double yv = y.ElementAt(y_i);
+                if ((!double.IsNaN(xv)) && (!double.IsNaN(yv)))
+                {
+                    sum_x += xv;
+                    sum_y += yv;
+                    sum_x2 += xv * xv;
+                    sum_y2 += yv * yv;
+                    sum_xy += xv * yv;
+                    cnt++;
+                }
+            }
+            if (cnt > 0)
+            {
+                double s1 = cnt * sum_xy - sum_x * sum_y;
+                double s2 = Math.Sqrt(cnt * sum_x2 - sum_x * sum_x);
+                double s3 = Math.Sqrt(cnt * sum_y2 - sum_y * sum_y);
+                double s4 = s1 / s2 / s3;
+                return s4;
+            }
+            else
+                return 0;
+        }
         /// <summary>
         /// 求相关性
         /// </summary>