Basic statistics functions (not optimized)

Stats.scala

object Stats {

  type Observations = List[Double]

  def mean(xs: Observations) = xs.sum / xs.size

  def variance(xs: Observations) = {
    val m = mean(xs)
    xs.map{ x => math.pow(x - m, 2) }.sum / (xs.size - 1)
  }

  def stdDev(xs: Observations) = math.sqrt(variance(xs))

  def zScore(xs: Observations) = {
    val m = mean(xs)
    val std = stdDev(xs)
    xs.map{ x => (x - m) / std }
  }

  def pearsonsR(xs: Observations, ys: Observations) =
    zScore(xs).zip(zScore(ys)).map{ case(x, y) => x * y }.sum / (xs.size - 1)

}