Golang : Find correlation coefficient example



Tags : golang math-sqrt correlation-coefficient

Below is an example of Golang code to find the strength of relation between two given variables or correlation coefficient. For financial analysis, it is useful in finding out if a variable has negative or positive correlation.

From investopedia.com:

A correlation of -1.0 shows a perfect negative correlation, while a correlation of 1.0 shows a perfect positive correlation. A correlation of 0.0 shows zero or no relationship between the movement of the two variables.

Here you go!

 package main

 import (
  "fmt"
  "math"
 )

 func main() {
  X := []int{15, 18, 21, 24, 27}
  Y := []int{25, 25, 27, 31, 32}

  // Size of X array.
  n := len(X)

  // Get the strength of relation between two variables - X and Y
  fmt.Println(correlationCoefficient(X, Y, n))

 }

 func correlationCoefficient(X []int, Y []int, n int) float64 {

  sum_X := 0
  sum_Y := 0
  sum_XY := 0
  squareSum_X := 0
  squareSum_Y := 0

  for i := 0; i < n; i++ {
 // sum of elements of array X.
 sum_X = sum_X + X[i]

 // sum of elements of array Y.
 sum_Y = sum_Y + Y[i]

 // sum of X[i] * Y[i].
 sum_XY = sum_XY + X[i]*Y[i]

 // sum of square of array elements.
 squareSum_X = squareSum_X + X[i]*X[i]
 squareSum_Y = squareSum_Y + Y[i]*Y[i]
  }

  // use formula for calculating correlation
  // coefficient.
  corr := float64((n*sum_XY - sum_X*sum_Y)) /
 (math.Sqrt(float64((n*squareSum_X - sum_X*sum_X) * (n*squareSum_Y - sum_Y*sum_Y))))

  return corr

 }

Output:

0.9534625892455922


References :

https://www.investopedia.com/terms/c/correlationcoefficient.asp

https://www.geeksforgeeks.org/program-find-correlation-coefficient

https://www.socketloop.com/tutorials/golang-convert-cast-int-to-float-example

  See also : Golang : Calculate Relative Strength Index(RSI) example



Tags : golang math-sqrt correlation-coefficient

By Adam Ng(黃武俊)

IF you gain some knowledge or the information here solved your programming problem. Please consider donating to the less fortunate or some charities that you like. Apart from donation, planting trees, volunteering or reducing your carbon footprint will be great too.


Advertisement