PearsonCorrelation.h

#ifndef _theplu_yat_statistics_pearson_correlation_
#define _theplu_yat_statistics_pearson_correlation_ 

// $Id: PearsonCorrelation.h 2119 2009-12-12 23:11:43Z peter $

/*
  Copyright (C) 2004, 2005 Peter Johansson
  Copyright (C) 2006 Jari Häkkinen, Peter Johansson, Markus Ringnér
  Copyright (C) 2007, 2008 Jari Häkkinen, Peter Johansson
  Copyright (C) 2009 Peter Johansson

  This file is part of the yat library, http://dev.thep.lu.se/yat

  The yat library 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.

  The yat library 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 yat. If not, see <http://www.gnu.org/licenses/>.
*/

#include "AveragerPairWeighted.h"

namespace theplu {
namespace yat {
namespace statistics {

  class PearsonCorrelation
  {
  public:
    PearsonCorrelation(void);
    
    virtual ~PearsonCorrelation(void);
    
    
    void add(double value, bool target, double weight=1.0);

    double score(void) const;
    
    double p_value_one_sided() const;
    
  private:
    AveragerPairWeighted ap_;
    
  };
  
}}} // of namespace statistics, yat, and theplu

#endif