Statistics: Fixed incorrect formula in WeightedPearson that could cause the correlation to be greater than 1.

10 years ago · 2c83a519b8
1 changed files with 1 additions and 2 deletions
--- a/src/Numerics/Statistics/Correlation.cs
+++ b/src/Numerics/Statistics/Correlation.cs
@ -146,9 +146,8 @@ namespace MathNet.Numerics.Statistics
                    meanB += rY;
                    varB += sumWeight*deltaY*rY;

+                    covariance += deltaX*deltaY*wi*(sumWeight/temp);
                    sumWeight = temp;
-
-                    covariance += deltaX*deltaY*(n - 1)*wi/n;
                }
                if (ieB.MoveNext())
                {