org.statcato.statistics.inferential

Class CorrelationRegression

java.lang.Object

org.statcato.statistics.inferential.CorrelationRegression

public class CorrelationRegression
extends java.lang.Object

Linear correlation and regression between for two variables.

Since:

1.0

Constructor Summary

Constructors

Constructor and Description
CorrelationRegression(java.util.Vector<java.lang.Double> x, java.util.Vector<java.lang.Double> y, double sig) Constructor.

Method Summary

Modifier and Type	Method and Description
double	CoefficientOfDetermination() Returns the coefficient of determination r^2, the amount of the variation in y that is explained by the regression line.
double	CriticalValue_r(double significance) Returns the critical value for r corresponding to the given significance.
double	CriticalValue_t(double significance)
int	DOF() Returns the degrees of freedom.
double	ExplainedVariation() Returns the explained variation (sum of differences between the predicted y value and the mean).
double	LinearCorrelationCoeff() Returns the linear correlation coefficient.
int	N() Returns the number of data pairs
java.util.ArrayList<java.lang.Double>	PredictedValues() Returns a list of predicated values in order.
double	PValue() Returns the p-Value corresponding to the test statistic.
double	RegressionEqSlope() Returns the slope of the regression equation b1.
double	RegressionEqYInt() Returns the y-intercept of the regression equation b0.
java.util.ArrayList<java.lang.Double>	Residuals() Returns a list of residual values in order.
double	StandardError()
double	TestStatistic_t() Returns the test statistic t using the linear correlation correlation r.
java.lang.String	toString()
double	TotalVariation() Returns the total variation (sum of differences between the y value and the mean).
double	UnexplainedVariation() Returns the unexplained variation (sum of differences between the y value and the predicted y value).

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, wait, wait, wait

Constructor Detail

CorrelationRegression

public CorrelationRegression(java.util.Vector<java.lang.Double> x,
                             java.util.Vector<java.lang.Double> y,
                             double sig)

Constructor. The x and y variables are provided as vectors of double type of the same length. The values in the two vectors at the same position are considered to be a data point.

Parameters:

x - independent variable

y - dependent variable

sig - significance

Method Detail

N

public int N()

Returns the number of data pairs

Returns:

n

DOF

public int DOF()

Returns the degrees of freedom.

Returns:

DOF

LinearCorrelationCoeff

public double LinearCorrelationCoeff()

Returns the linear correlation coefficient.

Returns:

r

TestStatistic_t

public double TestStatistic_t()

Returns the test statistic t using the linear correlation correlation r. t = r / sqrt((1 - r^2)/(n - 2)).

Returns:

test statistic t

RegressionEqSlope

public double RegressionEqSlope()

Returns the slope of the regression equation b1.

Returns:

b1 slope

RegressionEqYInt

public double RegressionEqYInt()

Returns the y-intercept of the regression equation b0.

Returns:

b0 y-intercept

TotalVariation

public double TotalVariation()

Returns the total variation (sum of differences between the y value and the mean).

Returns:

total variation

ExplainedVariation

public double ExplainedVariation()

Returns the explained variation (sum of differences between the predicted y value and the mean).

Returns:

explained variation

UnexplainedVariation

public double UnexplainedVariation()

Returns the unexplained variation (sum of differences between the y value and the predicted y value).

Returns:

unexplained variation

Residuals

public java.util.ArrayList<java.lang.Double> Residuals()

Returns a list of residual values in order.

Returns:

ArrayList object containing the residuals

PredictedValues

public java.util.ArrayList<java.lang.Double> PredictedValues()

Returns a list of predicated values in order.

Returns:

ArrayList object containing the predicted values

CoefficientOfDetermination

public double CoefficientOfDetermination()

Returns the coefficient of determination r^2, the amount of the variation in y that is explained by the regression line.

Returns:

r^2 coefficient of determination

StandardError

public double StandardError()

CriticalValue_r

public double CriticalValue_r(double significance)

Returns the critical value for r corresponding to the given significance.

Parameters:

significance - significance

Returns:

critical value (positive)

CriticalValue_t

public double CriticalValue_t(double significance)

PValue

public double PValue()

Returns the p-Value corresponding to the test statistic.

Returns:

p-Value

toString

public java.lang.String toString()

Overrides:

toString in class java.lang.Object