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349 changes: 349 additions & 0 deletions lib/node_modules/@stdlib/stats/strided/dpcorrwd/README.md
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<!--

@license Apache-2.0

Copyright (c) 2026 The Stdlib Authors.

Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at

http://www.apache.org/licenses/LICENSE-2.0

Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.

-->

# dpcorrwd

> Calculate the [sample Pearson product-moment correlation coefficient][pearson-correlation] of two double-precision floating-point strided arrays using Welford algorithm.

<section class="intro">

The [Pearson product-moment correlation coefficient][pearson-correlation] (also known as Pearson's r) between random variables `X` and `Y` is defined as


<!-- <equation class="equation" label="eq:pearson_correlation_coefficient" align="center" raw="\rho_{X,Y} = \frac{\operatorname{cov}(X,Y)}{\sigma_X \sigma_Y}" alt="Equation for the Pearson product-moment correlation coefficient."> -->

```math
\rho_{X,Y} = \frac{\mathop{\mathrm{cov}}(X,Y)}{\sigma_X \sigma_Y}
```

<!-- </equation> -->

where the numerator is the [covariance][covariance] and the denominator is the product of the respective standard deviations.

For a sample of size `n`, the [sample Pearson product-moment correlation coefficient][pearson-correlation] is defined as

<!-- <equation class="equation" label="eq:sample_pearson_correlation_coefficient" align="center" raw="r = \frac{\displaystyle\sum_{i=0}^{N-1} (x_i - \bar{x})(y_i - \bar{y})}{\displaystyle\sqrt{\sum_{i=0}^{N-1} (x_i - \bar{x})^2} \sqrt{\sum_{i=0}^{N-1} (y_i - \bar{y})^2}}" alt="Equation for the sample Pearson product-moment correlation coefficient."> -->

```math
r_{xy} = \frac{\displaystyle\sum_{i=0}^{N-1} (x_i - \bar{x})(y_i - \bar{y})}{\displaystyle\sqrt{\sum_{i=0}^{N-1} (x_i - \bar{x})^2} \sqrt{\sum_{i=0}^{N-1} (y_i - \bar{y})^2}}
```

<!-- </equation> -->

where `x_i` and `y_i` are the _ith_ components of vectors **X** and **Y**, respectively.

The use of the term `n-1` is commonly referred to as Bessel's correction. Depending on the characteristics of the population distributions, other correction factors (e.g., `n-1.5`, `n+1`, etc) can yield better estimators.

</section>

<!-- /.intro -->

<section class="usage">

## Usage

```javascript
var dpcorrwd = require( '@stdlib/stats/strided/dpcorrwd' );
```

#### dpcorrwd( N, x, strideX, y, strideY )

Computes the [sample Pearson product-moment correlation coefficient][pearson-correlation] of two double-precision floating-point strided arrays using Welford algorithm.

```javascript
var Float64Array = require( '@stdlib/array/float64' );

var x = new Float64Array( [ 1.0, -2.0, 2.0 ] );
var y = new Float64Array( [ 2.0, -2.0, 1.0 ] );

var c = dpcorrwd( x.length, x, 1, y, 1 );
// returns ~0.885
```

The function has the following parameters:

- **N**: number of indexed elements.
- **x**: first input [`Float64Array`][@stdlib/array/float64].
- **strideX**: stride length for `x`.
- **y**: second input [`Float64Array`][@stdlib/array/float64].
- **strideY**: stride length for `y`.

The `N` and stride parameters determine which elements in the strided arrays are accessed at runtime. For example, to compute the [sample Pearson product-moment correlation coefficient][pearson-correlation] of every other element in `x` and `y`,

```javascript
var Float64Array = require( '@stdlib/array/float64' );

var x = new Float64Array( [ 1.0, 2.0, 2.0, -7.0, -2.0, 3.0, 4.0, 2.0 ] );
var y = new Float64Array( [ 2.0, 1.0, 2.0, 1.0, -2.0, 2.0, 3.0, 4.0 ] );

var c = dpcorrwd( 4, x, 2, y, 2 );
// returns ~0.947
```

Note that indexing is relative to the first index. To introduce an offset, use [`typed array`][mdn-typed-array] views.

<!-- eslint-disable stdlib/capitalized-comments -->

```javascript
var Float64Array = require( '@stdlib/array/float64' );

var x0 = new Float64Array( [ 2.0, 1.0, 2.0, -2.0, -2.0, 2.0, 3.0, 4.0 ] );
var y0 = new Float64Array( [ 2.0, -2.0, 2.0, 1.0, -2.0, 4.0, 3.0, 2.0 ] );

var x1 = new Float64Array( x0.buffer, x0.BYTES_PER_ELEMENT*1 ); // start at 2nd element
var y1 = new Float64Array( y0.buffer, y0.BYTES_PER_ELEMENT*1 ); // start at 2nd element

var c = dpcorrwd( 4, x1, 2, y1, 2 );
// returns ~0.307
```

#### dpcorrwd.ndarray( N, x, strideX, offsetX, y, strideY, offsetY )

Computes the [sample Pearson product-moment correlation coefficient][pearson-correlation] of two double-precision floating-point strided arrays using Welford algorithm and alternative indexing semantics.

```javascript
var Float64Array = require( '@stdlib/array/float64' );

var x = new Float64Array( [ 1.0, -2.0, 2.0 ] );
var y = new Float64Array( [ 2.0, -2.0, 1.0 ] );

var c = dpcorrwd.ndarray( x.length, x, 1, 0, y, 1, 0 );
// returns ~0.885
```

The function has the following additional parameters:

- **offsetX**: starting index for `x`.
- **offsetY**: starting index for `y`.

While [`typed array`][mdn-typed-array] views mandate a view offset based on the underlying buffer, the offset parameters support indexing semantics based on starting indices. For example, to calculate the [sample Pearson product-moment correlation coefficient][pearson-correlation] for every other element in `x` and `y` starting from the second element

```javascript
var Float64Array = require( '@stdlib/array/float64' );

var x = new Float64Array( [ 2.0, 1.0, 2.0, -2.0, -2.0, 2.0, 3.0, 4.0 ] );
var y = new Float64Array( [ -7.0, 2.0, 2.0, 1.0, -2.0, 2.0, 3.0, 4.0 ] );

var c = dpcorrwd.ndarray( 4, x, 2, 1, y, 2, 1 );
// returns ~0.927
```

</section>

<!-- /.usage -->

<section class="notes">

## Notes

- If `N <= 0`, both functions return `NaN`.

</section>

<!-- /.notes -->

<section class="examples">

## Examples

<!-- eslint no-undef: "error" -->

```javascript
var discreteUniform = require( '@stdlib/random/array/discrete-uniform' );
var dpcorrwd = require( '@stdlib/stats/strided/dpcorrwd' );

var opts = {
'dtype': 'float64'
};
var x = discreteUniform( 10, -50, 50, opts );
console.log( x );

var y = discreteUniform( 10, -50, 50, opts );
console.log( y );

var c = dpcorrwd( x.length, x, 1, y, 1 );
console.log( c );
```

</section>

<!-- /.examples -->

<!-- C interface documentation. -->

* * *

<section class="c">

## C APIs

<!-- Section to include introductory text. Make sure to keep an empty line after the intro `section` element and another before the `/section` close. -->

<section class="intro">

</section>

<!-- /.intro -->

<!-- C usage documentation. -->

<section class="usage">

### Usage

```c
#include "stdlib/stats/strided/dpcorrwd.h"
```

#### stdlib_strided_dpcorrwd( N, \*X, strideX, \*Y, strideY )

Computes the [sample Pearson product-moment correlation coefficient][pearson-correlation] of two double-precision floating-point strided arrays using Welford algorithm.

```c
const double x[] = { 1.0, -2.0, 2.0 };
const double y[] = { 2.0, -2.0, 1.0 };

double c = stdlib_strided_dpcorrwd( 3, x, 1, y, 1 );
// returns ~0.885
```

The function accepts the following arguments:

- **N**: `[in] CBLAS_INT` number of indexed elements.
- **X**: `[in] double*` first input array.
- **strideX**: `[in] CBLAS_INT` stride length for `X`.
- **Y**: `[in] double*` second input array.
- **strideY**: `[in] CBLAS_INT` stride length for `Y`.

```c
double stdlib_strided_dpcorrwd( const CBLAS_INT N, const double *X, const CBLAS_INT strideX, const double *Y, const CBLAS_INT strideY );
```

#### stdlib_strided_dpcorrwd_ndarray( N, \*X, strideX, offsetX, \*Y, strideY, offsetY )

Computes the [sample Pearson product-moment correlation coefficient][pearson-correlation] of two double-precision floating-point strided arrays using Welford algorithm and alternative indexing semantics.

```c
const double x[] = { 1.0, -2.0, 2.0 };
const double y[] = { 2.0, -2.0, 1.0 };

double c = stdlib_strided_dpcorrwd_ndarray( 3, x, 1, 0, y, 1, 0 );
// returns ~0.885
```

The function accepts the following arguments:

- **N**: `[in] CBLAS_INT` number of indexed elements.
- **X**: `[in] double*` first input array.
- **strideX**: `[in] CBLAS_INT` stride length for `X`.
- **offsetX**: `[in] CBLAS_INT` starting index for `X`.
- **Y**: `[in] double*` second input array.
- **strideY**: `[in] CBLAS_INT` stride length for `Y`.
- **offsetY**: `[in] CBLAS_INT` starting index for `Y`.

```c
double stdlib_strided_dpcorrwd_ndarray( const CBLAS_INT N, const double *X, const CBLAS_INT strideX, const CBLAS_INT offsetX, const double *Y, const CBLAS_INT strideY, const CBLAS_INT offsetY );
```

</section>

<!-- /.usage -->

<!-- C API usage notes. Make sure to keep an empty line after the `section` element and another before the `/section` close. -->

<section class="notes">

</section>

<!-- /.notes -->

<!-- C API usage examples. -->

<section class="examples">

### Examples

```c
#include "stdlib/stats/strided/dpcorrwd.h"
#include <stdio.h>

int main( void ) {
// Create strided arrays:
const double x[] = { 1.0, -2.0, 3.0, -4.0, 5.0, -6.0, 7.0, -8.0 };
const double y[] = { 1.0, -2.0, 3.0, -4.0, 5.0, -6.0, 7.0, -8.0 };

// Specify the number of elements:
const int N = 8;

// Specify strides:
const int strideX = 1;
const int strideY = -1;

// Compute the Pearson product-moment correlation coefficient between `x` and `y`:
double d = stdlib_strided_dpcorrwd( N, x, strideX, y, strideY );

// Print the result:
printf( "Pearson Correlation Coefficient: %lf\n", d );

// Compute the Pearson product-moment correlation coefficient between `x` and `y` with offsets:
d = stdlib_strided_dpcorrwd_ndarray( N, x, strideX, 0, y, strideY, N-1 );

// Print the result:
printf( "Pearson Correlation Coefficient: %lf\n", d );
}
```

</section>

<!-- /.examples -->

</section>

<!-- /.c -->

<section class="references">

</section>

<!-- /.references -->

<!-- Section for related `stdlib` packages. Do not manually edit this section, as it is automatically populated. -->

<section class="related">

</section>

<!-- /.related -->

<!-- Section for all links. Make sure to keep an empty line after the `section` element and another before the `/section` close. -->

<section class="links">

[pearson-correlation]: https://en.wikipedia.org/wiki/Pearson_correlation_coefficient

[covariance]: https://en.wikipedia.org/wiki/Covariance

[@stdlib/array/float64]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/array/float64

[mdn-typed-array]: https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/TypedArray

</section>

<!-- /.links -->
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