mathjs 11.10.1 → 11.11.0

package/lib/esm/function/statistics/corr.js

@@ -0,0 +1,74 @@
+import { factory } from '../../utils/factory.js';
+var name = 'corr';
+var dependencies = ['typed', 'matrix', 'mean', 'sqrt', 'sum', 'add', 'subtract', 'multiply', 'pow', 'divide'];
+export var createCorr = /* #__PURE__ */factory(name, dependencies, _ref => {
+  var {
+    typed,
+    matrix,
+    sqrt,
+    sum,
+    add,
+    subtract,
+    multiply,
+    pow,
+    divide
+  } = _ref;
+  /**
+   * Compute the correlation coefficient of a two list with values, For matrices, the matrix correlation coefficient is calculated.
+   *
+   * Syntax:
+   *
+   *     math.corr(A, B)
+   *
+   * Examples:
+   *
+   *     math.corr([1, 2, 3, 4, 5], [4, 5, 6, 7, 8])     // returns 1
+   *     math.corr([1, 2.2, 3, 4.8, 5], [4, 5.3, 6.6, 7, 8])     // returns 0.9569941688503644
+   *     math.corr(math.matrix([[1, 2.2, 3, 4.8, 5], [1, 2, 3, 4, 5]]), math.matrix([[4, 5.3, 6.6, 7, 8], [1, 2, 3, 4, 5]])) // returns DenseMatrix [0.9569941688503644, 1]
+   *
+   * See also:
+   *
+   *     median, mean, min, max, sum, prod, std, variance
+   *
+   * @param {Array | Matrix} A The first array or matrix to compute correlation coefficient
+   * @param {Array | Matrix} B The second array or matrix to compute correlation coefficient
+   * @return {*} The correlation coefficient
+   */
+  return typed(name, {
+    'Array, Array': function ArrayArray(A, B) {
+      return _corr(A, B);
+    },
+    'Matrix, Matrix': function MatrixMatrix(xMatrix, yMatrix) {
+      return matrix(_corr(xMatrix.toArray(), yMatrix.toArray()));
+    }
+  });
+  /**
+   * Calculate the correlation coefficient between two arrays or matrices.
+   * @param {Array | Matrix} A
+   * @param {Array | Matrix} B
+   * @return {*} correlation coefficient
+   * @private
+   */
+  function _corr(A, B) {
+    if (Array.isArray(A[0]) && Array.isArray(B[0])) {
+      var correlations = [];
+      for (var i = 0; i < A.length; i++) {
+        correlations.push(correlation(A[i], B[i]));
+      }
+      return correlations;
+    } else {
+      return correlation(A, B);
+    }
+  }
+  function correlation(A, B) {
+    var n = A.length;
+    var sumX = sum(A);
+    var sumY = sum(B);
+    var sumXY = A.reduce((acc, x, index) => add(acc, multiply(x, B[index])), 0);
+    var sumXSquare = sum(A.map(x => pow(x, 2)));
+    var sumYSquare = sum(B.map(y => pow(y, 2)));
+    var numerator = subtract(multiply(n, sumXY), multiply(sumX, sumY));
+    var denominator = sqrt(multiply(subtract(multiply(n, sumXSquare), pow(sumX, 2)), subtract(multiply(n, sumYSquare), pow(sumY, 2))));
+    return divide(numerator, denominator);
+  }
+});

package/lib/esm/version.js

@@ -1,3 +1,3 @@
-export var version = '11.10.1';
+export var version = '11.11.0';
 // Note: This file is automatically generated when building math.js.
 // Changes made in this file will be overwritten.

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "mathjs",
-  "version": "11.10.1",
+  "version": "11.11.0",
   "description": "Math.js is an extensive math library for JavaScript and Node.js. It features a flexible expression parser with support for symbolic computation, comes with a large set of built-in functions and constants, and offers an integrated solution to work with different data types like numbers, big numbers, complex numbers, fractions, units, and matrices.",
   "author": "Jos de Jong <wjosdejong@gmail.com> (https://github.com/josdejong)",
   "homepage": "https://mathjs.org",
@@ -29,7 +29,7 @@
     "complex.js": "^2.1.1",
     "decimal.js": "^10.4.3",
     "escape-latex": "^1.2.0",
-    "fraction.js": "^4.3.4",
+    "fraction.js": "4.3.4",
     "javascript-natural-sort": "^0.7.1",
     "seedrandom": "^3.0.5",
     "tiny-emitter": "^2.1.0",

package/types/index.d.ts

@@ -2970,6 +2970,14 @@ declare namespace math {
       normalization: 'unbiased' | 'uncorrected' | 'biased'
     ): MathNumericType
 
+    /**
+     * Calculate the correlation coefficient between two matrix.
+     * @param {Array | Matrix} x The first array or matrix to compute correlation coefficient
+     * @param {Array | Matrix} y The second array or matrix to compute correlation coefficient
+     * @returns correlation coefficient
+     */
+    corr(x: MathCollection, y: MathCollection): MathType
+
     /*************************************************************************
      * String functions
      ************************************************************************/