Pearson Correlation

pearson.js

// "data" should be an array of x,y arrays
// e.g.: [[0,1],[1,2],[2,3]]
function pearsonCorrelation(data) {
  var n = data.length;

  var numerator = n *
    data.reduce(function(memo, d) { return memo + d[0] * d[1]; }, 0) -
    data.reduce(function(memo, d) { return memo + d[0]; }, 0) *
    data.reduce(function(memo, d) { return memo + d[1]; }, 0);

  var denominatorX = Math.sqrt(n *
    data.reduce(function(memo, d) { return memo + Math.pow(d[0], 2); }, 0) -
    Math.pow(data.reduce(function(memo, d) { return memo + d[0]; }, 0), 2)
  );
  var denominatorY = Math.sqrt(n *
    data.reduce(function(memo, d) { return memo + Math.pow(d[1], 2); }, 0) -
    Math.pow(data.reduce(function(memo, d) { return memo + d[1]; }, 0), 2)
  );

  return numerator / (denominatorX * denominatorY);
}