gistfile1.txt

require 'delegate'

class Series < SimpleDelegator
  def self.of(*xs)
    new(xs)
  end

  def mean
    @mean ||= sum / size.to_f
  end

  def variance
    @variance ||= reduce(0.0) { |s, x| s + (x - mean) ** 2 } / size.to_f
  end
end

class Correlation
  def self.score(a, b)
    new(a, b).score
  end

  def initialize(a, b)
    @a, @b = a, b
  end

  def score
    ((1 / size) * (seq.sum { |(an, bn)| (an - a.mean) * (bn - b.mean) }) / ( Math.sqrt(a.variance * b.variance) )).abs
  end

  def inspect
    "Correlation(score=#{'%0.3f' % score} a=[#{a.join(',')}] b=[#{b.join(',')}])"
  end

  private

  attr_reader :a, :b

  def size
    a.size.to_f
  end

  def seq
    @seq = a.zip(b)
  end
end

s = Series.of(1,2)
puts s.mean
puts s.variance

puts Correlation.new(Series.of(1,1,1,5,1,1,1), Series.of(2,3,2,20,2,2,2)).inspect
puts Correlation.new(Series.of(1,1,1,5,1,1,1), Series.of(1,0,0,0,0,0,0)).inspect
puts Correlation.new(Series.of(1,1,1,5,1,1,1), Series.of(0,0,0,1,0,0,0)).inspect