Jungfraujoch/common/CorrelationCoefficient.cpp

//
// Created by leonarski_f on 18.05.2026.
//

#include <cmath>

#include "CorrelationCoefficient.h"

void CorrelationCoefficient::Add(double x, double y, double w) {
        sum_x += w * x;
        sum_y += w * y;
        sum_x2 += w * x * x;
        sum_y2 += w * y * y;
        sum_xy += w * x * y;
        sum_w += w;
        n_cc++;
}

double CorrelationCoefficient::GetCC() const {
         if (n_cc < 2 || !(sum_w > 0.0))
            return NAN;
        const double n = sum_w;
        const double mean_x = sum_x / n;
        const double mean_y = sum_y / n;

        const double cov = sum_xy / n - mean_x * mean_y;
        const double var_x = sum_x2 / n - mean_x * mean_x;
        const double var_y = sum_y2 / n - mean_y * mean_y;

        if (!(var_x > 0.0 && var_y > 0.0))
            return NAN;

        return cov / std::sqrt(var_x * var_y);
}