Adding dep files and dependencies.

vendor/github.com/montanaflynn/stats/correlation.go

@@ -0,0 +1,33 @@
+package stats
+
+import "math"
+
+// Correlation describes the degree of relationship between two sets of data
+func Correlation(data1, data2 Float64Data) (float64, error) {
+
+	l1 := data1.Len()
+	l2 := data2.Len()
+
+	if l1 == 0 || l2 == 0 {
+		return math.NaN(), EmptyInput
+	}
+
+	if l1 != l2 {
+		return math.NaN(), SizeErr
+	}
+
+	sdev1, _ := StandardDeviationPopulation(data1)
+	sdev2, _ := StandardDeviationPopulation(data2)
+
+	if sdev1 == 0 || sdev2 == 0 {
+		return 0, nil
+	}
+
+	covp, _ := CovariancePopulation(data1, data2)
+	return covp / (sdev1 * sdev2), nil
+}
+
+// Pearson calculates the Pearson product-moment correlation coefficient between two variables.
+func Pearson(data1, data2 Float64Data) (float64, error) {
+	return Correlation(data1, data2)
+}