#region License Information /* HeuristicLab * Copyright (C) 2002-2012 Heuristic and Evolutionary Algorithms Laboratory (HEAL) * * This file is part of HeuristicLab. * * HeuristicLab is free software: you can redistribute it and/or modify * it under the terms of the GNU General Public License as published by * the Free Software Foundation, either version 3 of the License, or * (at your option) any later version. * * HeuristicLab is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * GNU General Public License for more details. * * You should have received a copy of the GNU General Public License * along with HeuristicLab. If not, see . */ #endregion using System.Collections.Generic; using System.Linq; namespace HeuristicLab.Problems.DataAnalysis { public class SpearmansRankCorrelationCoefficientCalculator { public static double Calculate(IEnumerable originalValues, IEnumerable estimatedValues, out OnlineCalculatorError errorState) { double rs = double.NaN; try { var original = originalValues.ToArray(); var estimated = estimatedValues.ToArray(); rs = alglib.basestat.spearmancorr2(original, estimated, original.Length); errorState = OnlineCalculatorError.None; } catch (alglib.alglibexception) { errorState = OnlineCalculatorError.InvalidValueAdded; } return rs; } } }