org.statcato.statistics.inferential
Class CorrelationRegression

java.lang.Object
  org.statcato.statistics.inferential.CorrelationRegression

public class CorrelationRegression
extends java.lang.Object

Linear correlation and regression between for two variables.

Since:

1.0

Version:

%I%, %G%

Author:

Margaret Yau

Constructor Summary

CorrelationRegression(java.util.Vector<java.lang.Double> x, java.util.Vector<java.lang.Double> y, double sig)
Constructor.

Method Summary

double	CoefficientOfDetermination() Returns the coefficient of determination r^2, the amount of the variation in y that is explained by the regression line.
double	CriticalValue(double significance) Returns the critical value corresponding to the given significance.
int	DOF() Returns the degrees of freedom.
double	ExplainedVariation() Returns the explained variation (sum of differences between the predicted y value and the mean).
double	LinearCorrelationCoeff() Returns the linear correlation coefficient.
int	N() Returns the number of data pairs
double	PValue() Returns the p-Value corresponding to the test statistic.
double	RegressionEqSlope() Returns the slope of the regression equation b1.
double	RegressionEqYInt() Returns the y-intercept of the regression equation b0.
double	StandardError()
double	TestStatistic() Returns the test statistic t using the linear correlation correlation r.
java.lang.String	toString()
double	TotalVariation() Returns the total variation (sum of differences between the y value and the mean).
double	UnexplainedVariation() Returns the unexplained variation (sum of differences between the y value and the predicted y value).

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Constructor Detail

CorrelationRegression

public CorrelationRegression(java.util.Vector<java.lang.Double> x,
                             java.util.Vector<java.lang.Double> y,
                             double sig)

Constructor. The x and y variables are provided as vectors of double type of the same length. The values in the two vectors at the same position are considered to be a data point.

Parameters:

x - independent variable

y - dependent variable

sig - significance

Method Detail

N

public int N()

Returns the number of data pairs

Returns:

n

DOF

public int DOF()

Returns the degrees of freedom.

Returns:

DOF

LinearCorrelationCoeff

public double LinearCorrelationCoeff()

Returns the linear correlation coefficient.

Returns:

r

TestStatistic

public double TestStatistic()

Returns the test statistic t using the linear correlation correlation r. t = r / sqrt((1 - r^2)/(n - 2)).

Returns:

test statistic t

RegressionEqSlope

public double RegressionEqSlope()

Returns the slope of the regression equation b1.

Returns:

b1 slope

RegressionEqYInt

public double RegressionEqYInt()

Returns the y-intercept of the regression equation b0.

Returns:

b0 y-intercept

TotalVariation

public double TotalVariation()

Returns the total variation (sum of differences between the y value and the mean).

Returns:

total variation

ExplainedVariation

public double ExplainedVariation()

Returns the explained variation (sum of differences between the predicted y value and the mean).

Returns:

explained variation

UnexplainedVariation

public double UnexplainedVariation()

Returns the unexplained variation (sum of differences between the y value and the predicted y value).

Returns:

unexplained variation

CoefficientOfDetermination

public double CoefficientOfDetermination()

Returns the coefficient of determination r^2, the amount of the variation in y that is explained by the regression line.

Returns:

r^2 coefficient of determination

StandardError

public double StandardError()

CriticalValue

public double CriticalValue(double significance)

Returns the critical value corresponding to the given significance.

Parameters:

significance - significance

Returns:

critical value (positive)

PValue

public double PValue()

Returns the p-Value corresponding to the test statistic.

Returns:

p-Value

toString

public java.lang.String toString()

Overrides:

toString in class java.lang.Object