Golang : Find correlation coefficient example
Below is an example of Golang code to find the strength of relation between two given variables or correlation coefficient. For financial analysis, it is useful in finding out if a variable has negative or positive correlation.
From investopedia.com:
A correlation of -1.0 shows a perfect negative correlation, while a correlation of 1.0 shows a perfect positive correlation. A correlation of 0.0 shows zero or no relationship between the movement of the two variables.
Here you go!
package main
import (
"fmt"
"math"
)
func main() {
X := []int{15, 18, 21, 24, 27}
Y := []int{25, 25, 27, 31, 32}
// Size of X array.
n := len(X)
// Get the strength of relation between two variables - X and Y
fmt.Println(correlationCoefficient(X, Y, n))
}
func correlationCoefficient(X []int, Y []int, n int) float64 {
sum_X := 0
sum_Y := 0
sum_XY := 0
squareSum_X := 0
squareSum_Y := 0
for i := 0; i < n; i++ {
// sum of elements of array X.
sum_X = sum_X + X[i]
// sum of elements of array Y.
sum_Y = sum_Y + Y[i]
// sum of X[i] * Y[i].
sum_XY = sum_XY + X[i]*Y[i]
// sum of square of array elements.
squareSum_X = squareSum_X + X[i]*X[i]
squareSum_Y = squareSum_Y + Y[i]*Y[i]
}
// use formula for calculating correlation
// coefficient.
corr := float64((n*sum_XY - sum_X*sum_Y)) /
(math.Sqrt(float64((n*squareSum_X - sum_X*sum_X) * (n*squareSum_Y - sum_Y*sum_Y))))
return corr
}
Output:
0.9534625892455922
References :
https://www.investopedia.com/terms/c/correlationcoefficient.asp
https://www.geeksforgeeks.org/program-find-correlation-coefficient
https://www.socketloop.com/tutorials/golang-convert-cast-int-to-float-example
See also : Golang : Calculate Relative Strength Index(RSI) example
By Adam Ng(黃武俊)
IF you gain some knowledge or the information here solved your programming problem. Please consider donating to the less fortunate or some charities that you like. Apart from donation, planting trees, volunteering or reducing your carbon footprint will be great too.
Advertisement
Tutorials
+6.2k Golang : Process json data with Jason package
+10.1k CodeIgniter : How to check if a session exist in PHP?
+3.8k Linux : How to set root password in Linux Mint
+8.6k Golang : Load ASN1 encoded DSA public key PEM file example
+21.4k Golang : simulate tail -f or read last line from log file example
+5.3k Golang : Map within a map example
+20.8k Golang : Securing password with salt
+14.9k Golang : convert string or integer to big.Int type
+33.8k Golang : Get file last modified date and time
+5k Golang : Extract unicode string from another unicode string example
+7.3k Golang : How to check if input string is a word?