The power of open source- a.k.a. "Stupid me".

To phrase it like a well-know commercial back in the 2000s:

Research about correlation, their advantages and disadvantages:

5 hrs

Implement your own correlation algorithm:

5 hrs

Test your algorithm, fix bugs:

5 hrs

Be proud what an incredible genious you are:

5 mins

Discovering that everything you did was done before, in a much more elegant and efficient way and is available freely:

priceless!

*Sigh*

Lesson learned: Before I try to be a genious again, I'll just freakin' google it for 5 minutes. On the other hand, while implementing it for myself, I learned a lot again (and maybe I can reuse some of the stuff as for example Kendall's Tau is not present in this library).

Getting up, wiping my mouth, back to work! :)

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