Diverge.new(..., ...).corr

.gitignore

@@ -1 +1,3 @@
+*.ps
 *.gem
+.DS_Store

build.sh

@@ -0,0 +1,3 @@
+#!/bin/sh
+gem uninstall diverge --ignore-dependencies
+gem build diverge.gemspec && gem install diverge --no-rdoc --no-ri --ignore-dependencies && ruby -e "require 'diverge'"

diverge.gemspec

@@ -1,10 +1,12 @@
 Gem::Specification.new do |spec|
   spec.name        = "diverge"
-  spec.version     = "1.0.4"
+  spec.version     = "1.1.0"
   spec.summary     = "Distribution divergences."
   spec.description = "A simple collection of functions for determining the divergence between two distributions."
   spec.authors     = ["Evan Senter"]
   spec.email       = "[email protected]"
   spec.files       = Dir["{lib}/**/*.rb", "bin/*", "LICENSE", "*.md"]
   spec.homepage    = "http://rubygems.org/gems/diverge"
+
+  spec.add_dependency("gsl", [">= 1.14.0"])
 end

lib/diverge.rb

@@ -1,3 +1,5 @@
+require "gsl"
+
 class Diverge
   attr_reader :p, :q
 
@@ -40,4 +42,10 @@ def total_variation_distance
   end
 
   alias :tvd :total_variation_distance
+
+  def correlation
+    GSL::Stats::correlation(GSL::Vector.alloc(p), GSL::Vector.alloc(q))
+  end
+
+  alias :corr :correlation
 end