gistfile1.coffee

correlate = (xs, ys) ->
  covariance(xs, ys) / (stdDev(xs) * stdDev(ys))
 
covariance = (xs, ys) ->
  [mx, my] = [mean(xs), mean(ys)]
  mean zipWith xs, ys, (x, y) -> (x - mx) * (y - my)

stdDev = (xs) ->
  mx = mean(xs)
  Math.sqrt mean map xs, (x) -> Math.pow x - mx, 2

mean = (xs) ->
  sum(xs) / xs.length

sum = (xs) ->
  xs.reduce(((a, b) -> a + b), 0)

zipWith = (xs, ys, fn) ->
  map zip(xs, ys), ([x, y]) -> fn(x, y)

zip = (xs, ys) ->
  map range(Math.min(xs.length, ys.length)), (i) -> [xs[i], ys[i]]

map = (xs, fn) ->
  xs.map fn

range = (start, stop=start, step=1) ->
  start = 0 if arguments.length == 1
  [start/step...stop/step].map (i) -> Math.floor i * step