Correlation.js

function getPearsonCorrelation(x, y) {
    var shortestArrayLength = 0;
     
    if(x.length == y.length) {
        shortestArrayLength = x.length;
    } else if(x.length > y.length) {
        shortestArrayLength = y.length;
        console.error('x has more items in it, the last ' + (x.length - shortestArrayLength) + ' item(s) will be ignored');
    } else {
        shortestArrayLength = x.length;
        console.error('y has more items in it, the last ' + (y.length - shortestArrayLength) + ' item(s) will be ignored');
    }
  
    var xy = [];
    var x2 = [];
    var y2 = [];
  
    for(var i=0; i<shortestArrayLength; i++) {
        xy.push(x[i] * y[i]);
        x2.push(x[i] * x[i]);
        y2.push(y[i] * y[i]);
    }
  
    var sum_x = 0;
    var sum_y = 0;
    var sum_xy = 0;
    var sum_x2 = 0;
    var sum_y2 = 0;
  
    for(var i=0; i< shortestArrayLength; i++) {
        sum_x += x[i];
        sum_y += y[i];
        sum_xy += xy[i];
        sum_x2 += x2[i];
        sum_y2 += y2[i];
    }
  
    var step1 = (shortestArrayLength * sum_xy) - (sum_x * sum_y);
    var step2 = (shortestArrayLength * sum_x2) - (sum_x * sum_x);
    var step3 = (shortestArrayLength * sum_y2) - (sum_y * sum_y);
    var step4 = Math.sqrt(step2 * step3);
    var answer = step1 / step4;
  
    return answer;
}