Unit testing for def/ module.

Added unit tests to test code in def/ module.

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

@@ -1,6 +1,8 @@
 package stats
 
-import "math"
+import (
+	"math"
+)
 
 // Correlation describes the degree of relationship between two sets of data
 func Correlation(data1, data2 Float64Data) (float64, error) {
@@ -9,7 +11,7 @@ func Correlation(data1, data2 Float64Data) (float64, error) {
 	l2 := data2.Len()
 
 	if l1 == 0 || l2 == 0 {
-		return math.NaN(), EmptyInput
+		return math.NaN(), EmptyInputErr
 	}
 
 	if l1 != l2 {
@@ -27,7 +29,32 @@ func Correlation(data1, data2 Float64Data) (float64, error) {
 	return covp / (sdev1 * sdev2), nil
 }
 
-// Pearson calculates the Pearson product-moment correlation coefficient between two variables.
+// Pearson calculates the Pearson product-moment correlation coefficient between two variables
 func Pearson(data1, data2 Float64Data) (float64, error) {
 	return Correlation(data1, data2)
 }
+
+// Autocorrelation is the correlation of a signal with a delayed copy of itself as a function of delay
+func AutoCorrelation(data Float64Data, lags int) (float64, error) {
+	if len(data) < 1 {
+		return 0, EmptyInputErr
+	}
+
+	mean, _ := Mean(data)
+
+	var result, q float64
+
+	for i := 0; i < lags; i++ {
+		v := (data[0] - mean) * (data[0] - mean)
+		for i := 1; i < len(data); i++ {
+			delta0 := data[i-1] - mean
+			delta1 := data[i] - mean
+			q += (delta0*delta1 - q) / float64(i+1)
+			v += (delta1*delta1 - v) / float64(i+1)
+		}
+
+		result = q / v
+	}
+
+	return result, nil
+}