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#include <math.h>
#define TINY 1.0e-20
void pearsn(float x[], float y[], unsigned long n, float *r, float *prob, float *z)
{
float betai(float a, float b, float x);
float erfcc(float x);
unsigned long j;
float yt, xt, t, df;
float syy=0.0, sxy=0.0, sxx=0.0, ay=0.0, ax=0.0;
for (j=1;j<=n;j++) {
ax += x[j];
ay += y[j];
}
ax /= n;
ay /= n;
for (j=1;j<=n;j++) {
xt=x[j]-ax;
yt=y[[j]-ay;
sxx += xt*xt;
syy += yt*yt;
sxy += xt*yt;
}
*r=sxy/sqrt(sxx*syy);
*z=0.5*log((1.0+(*r)+TINY)/(1.0-(*r)+TINY));
df=n-2;
t=(*r)*sqrt(df/((1.0-(*r)+TINY)*(1.0+(*r)+TINY)));
*prob=betai(0.5*df, 0.5, df/(df+t*t));
} |
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