From 129f33c9a6bb32e7be4e90c273df9a7c0d735306 Mon Sep 17 00:00:00 2001
From: leo <wanderer@dotya.ml>
Date: Sun, 26 Feb 2023 17:39:39 +0100
Subject: [PATCH] p2: calculate/save covariance

---
 p2/data.go                | 12 +++++++-----
 p2/data/covariance_uy.txt |  1 +
 p2/run.go                 |  4 ++++
 p2/stats/stats.go         |  4 ++++
 4 files changed, 16 insertions(+), 5 deletions(-)
 create mode 100644 p2/data/covariance_uy.txt

diff --git a/p2/data.go b/p2/data.go
index 476ae09..d211f1d 100644
--- a/p2/data.go
+++ b/p2/data.go
@@ -82,15 +82,17 @@ func readFile(s *string) ([][]float64, error) {
 
 func saveStuff(
 	meanU, meanY,
-	varianceU, varianceY float64,
+	varianceU, varianceY,
+	cov float64,
 	autocorrelationU, autocorrelationY,
 	mutCorrelationUY, mutCorrelationYU []float64,
 ) error {
 	fFnames := map[string]float64{
-		"mean_u":     meanU,
-		"mean_y":     meanY,
-		"variance_u": varianceU,
-		"variance_y": varianceY,
+		"mean_u":        meanU,
+		"mean_y":        meanY,
+		"variance_u":    varianceU,
+		"variance_y":    varianceY,
+		"covariance_uy": cov,
 	}
 	sFnames := map[string][]float64{
 		"autocorrelation_u":     autocorrelationU,
diff --git a/p2/data/covariance_uy.txt b/p2/data/covariance_uy.txt
new file mode 100644
index 0000000..93c1d21
--- /dev/null
+++ b/p2/data/covariance_uy.txt
@@ -0,0 +1 @@
+0.0158513302983771878218455242404161253944039344787597656250000000
\ No newline at end of file
diff --git a/p2/run.go b/p2/run.go
index 5c5e965..321675f 100644
--- a/p2/run.go
+++ b/p2/run.go
@@ -40,6 +40,8 @@ func run() error {
 			return err
 		}
 
+		cov := stats.Covariance(data[u], data[y])
+
 		log.Printf("len(data): %d", len(data[u]))
 
 		log.Printf("means - u: %v, y: %v", meanU, meanY)
@@ -51,10 +53,12 @@ func run() error {
 		log.Printf("autocorrelationY: %v", autocorrelationY)
 		log.Printf("mutual correlation U,Y: %v", mutCorrelationUY)
 		log.Printf("mutual correlation Y,U: %v", mutCorrelationYU)
+		log.Printf("covariance U,Y: %v", cov)
 
 		err = saveStuff(
 			meanU, meanY,
 			varianceU, varianceY,
+			cov,
 			autocorrelationU, autocorrelationY,
 			mutCorrelationUY, mutCorrelationYU,
 		)
diff --git a/p2/stats/stats.go b/p2/stats/stats.go
index 1911764..149576b 100644
--- a/p2/stats/stats.go
+++ b/p2/stats/stats.go
@@ -89,3 +89,7 @@ func MutCorrelate(f1, f2 []float64, maxShift float64) ([]float64, error) {
 
 	return v, nil
 }
+
+func Covariance(f1, f2 []float64) float64 {
+	return stat.Covariance(f1, f2, nil)
+}