Javascript library for Pearson and/or Spearman correlations

Question

Is there a Javascript library available for doing Spearman and/or Pearson correlations?

Answer 1

So here's my two pennies worth on the matter - Pearson correlation:

const pcorr = (x, y) => {
  let sumX = 0,
    sumY = 0,
    sumXY = 0,
    sumX2 = 0,
    sumY2 = 0;
  const minLength = x.length = y.length = Math.min(x.length, y.length),
    reduce = (xi, idx) => {
      const yi = y[idx];
      sumX += xi;
      sumY += yi;
      sumXY += xi * yi;
      sumX2 += xi * xi;
      sumY2 += yi * yi;
    }
  x.forEach(reduce);
  return (minLength * sumXY - sumX * sumY) / Math.sqrt((minLength * sumX2 - sumX * sumX) * (minLength * sumY2 - sumY * sumY));
};
let arrX = [20, 54, 54, 65, 45];
let arrY = [22, 11, 21, 34, 87];
let R = pcorr(arrX, arrY);
console.log('arrX', arrX, 'arrY', arrY, 'R', R);

Answer 2

There is this

http://stevegardner.net/2012/06/11/javascript-code-to-calculate-the-pearson-correlation-coefficient/

apart from that you could try:

http://www.jstat.org/download

alternatively if neither of those fit the bill and you don't want to write one yourself you can always use:

http://www.rforge.net/Rserve/

with

http://www.gardenersown.co.uk/education/lectures/r/correl.htm

to do it.