Jungfraujoch/common/CorrelationCoefficient.h

// SPDX-FileCopyrightText: 2024 Filip Leonarski, Paul Scherrer Institute <filip.leonarski@psi.ch>
// SPDX-License-Identifier: GPL-3.0-only

#pragma once

class CorrelationCoefficient {
    double sum_x = 0.0;
    double sum_y = 0.0;
    double sum_x2 = 0.0;
    double sum_y2 = 0.0;
    double sum_xy = 0.0;
    double sum_w = 0.0;
    int n_cc = 0;
public:
    void Add(double x, double y) { Add(x, y, 1.0); }
    // Weighted pair: a plain Pearson when every weight is the same.
    void Add(double x, double y, double w);
    [[nodiscard]] double GetCC() const;
};