smile.math.distance.CorrelationDistance Maven / Gradle / Ivy

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/*******************************************************************************
 * Copyright (c) 2010-2020 Haifeng Li. All rights reserved.
 *
 * Smile is free software: you can redistribute it and/or modify
 * it under the terms of the GNU Lesser General Public License as
 * published by the Free Software Foundation, either version 3 of
 * the License, or (at your option) any later version.
 *
 * Smile 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 Lesser General Public License for more details.
 *
 * You should have received a copy of the GNU Lesser General Public License
 * along with Smile.  If not, see .
 ******************************************************************************/

package smile.math.distance;

import smile.math.MathEx;

import java.util.function.ToDoubleBiFunction;

/**
 * Correlation distance is defined as 1 - correlation coefficient.
 *
 * @author Haifeng Li
 */
public class CorrelationDistance implements Distance {
    private static final long serialVersionUID = 1L;

    /** A character string indicating what type of correlation is employed. */
    private String method;
    /** Correlation lambda. */
    private ToDoubleBiFunction cor;

    /**
     * Constructor of Pearson correlation distance.
     */
    public CorrelationDistance() {
        this("pearson");
    }

    /**
     * Constructor.
     */
    public CorrelationDistance(String method) {
        this.method = method.trim().toLowerCase();
        switch (this.method) {
            case "pearson":
                cor = (x, y) -> 1 - MathEx.cor(x, y);
                break;
            case "spearman":
                cor = (x, y) -> 1 - MathEx.spearman(x, y);
                break;
            case "kendall":
                cor = (x, y) -> 1 - MathEx.kendall(x, y);
                break;
            default:
                throw new IllegalArgumentException("Invalid correlation: " + method);
        }

    }

    @Override
    public String toString() {
        return String.format("Correlation Distance(%s)", method);
    }

    /**
     * Pearson correlation  distance between the two arrays of type double.
     */
    @Override
    public double d(double[] x, double[] y) {
        return cor.applyAsDouble(x, y);
    }
}