Function bigCorrelation

src/compute-engine/numerics/statistics.ts:399–426

(
  xsI: Iterable<BigDecimal>,
  ysI: Iterable<BigDecimal>
)

  let dy = 0;
  let dxy = 0;
  let dx2 = 0;
  let dy2 = 0;
  for (let i = 0; i < n; i++) {
    const a = (xs[i] - mx) / sx;
    const b = (ys[i] - my) / sy;
    dx += a;
    dy += b;
    dxy += a * b;
    dx2 += a * a;
    dy2 += b * b;
  }
  return { dx, dy, dxy, dx2, dy2, ex, ey };
}

function bigPairedCenteredSums(
  xs: readonly BigDecimal[],
  ys: readonly BigDecimal[]
): {
  dx: BigDecimal;
  dy: BigDecimal;
  dxy: BigDecimal;
  dx2: BigDecimal;
  dy2: BigDecimal;
} {
  const n = xs.length;
  let mx = BigDecimal.ZERO;
  let my = BigDecimal.ZERO;
  for (let i = 0; i < n; i++) {
    mx = mx.add(xs[i]);
    my = my.add(ys[i]);
  }