corrcoef.h

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#ifndef CORRCOEF_H
#define CORRCOEF_H

#include <cassert>
#include <functional>
#include <cmath>

namespace mimas {
template <class Arg1, class Arg2 = Arg1 >
struct corrcoef: public std::binary_function< Arg1, Arg2, double >
{
  double operator()( const Arg1 &a,
                     const Arg2 &b ) {
    double sa = 0.0, sb = 0.0, saa = 0.0, sbb = 0.0, sab = 0.0;
    assert( a.size() == b.size() );
    typename Arg1::const_iterator i;
    typename Arg2::const_iterator j;
    for ( i = a.begin(), j = b.begin(); i != a.end(); i++, j++ ) {
      sa += *i;
      sb += *j;
      saa += *i * *i;
      sbb += *j * *j;
      sab += *i * *j;
    };
    int n = a.size();
    return ( n * sab - sa*sb ) /
      sqrt( ( n * saa - sa * sa ) *
            ( n * sbb - sb * sb ) );
  }
};

}
#endif

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