39 lines
1.3 KiB
JavaScript
39 lines
1.3 KiB
JavaScript
/**
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* Correlation engine.
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*
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* Pearson correlation between two stat streams. Caller feeds in pairs of
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* arrays (same player or same team) and we return the coefficient plus
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* the implied SGP adjustment for value flagging.
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*/
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function pearson(xs, ys) {
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if (!Array.isArray(xs) || !Array.isArray(ys) || xs.length !== ys.length || xs.length < 3) return null;
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let sx = 0, sy = 0;
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for (let i = 0; i < xs.length; i++) { sx += xs[i]; sy += ys[i]; }
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const mx = sx / xs.length, my = sy / ys.length;
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let num = 0, dx = 0, dy = 0;
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for (let i = 0; i < xs.length; i++) {
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const a = xs[i] - mx;
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const b = ys[i] - my;
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num += a * b; dx += a * a; dy += b * b;
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}
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const den = Math.sqrt(dx * dy);
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if (den === 0) return 0;
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return num / den;
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}
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/**
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* Compare measured correlation to the book's implicit SGP adjustment.
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* `bookAdjustment` is the multiplier the book applies to the joint price
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* vs the independent-events price. >1 means the book over-prices the
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* correlation; <1 means under-priced (VALUE).
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*/
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function flagValue(measuredR, bookAdjustment) {
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if (measuredR == null || bookAdjustment == null) return null;
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if (bookAdjustment < 1 && measuredR > 0.15) return 'VALUE';
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if (bookAdjustment > 1.2 && measuredR < 0.1) return 'OVERPRICED';
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return null;
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}
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module.exports = { pearson, flagValue };
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