diff --git a/LICENSE b/LICENSE
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--- /dev/null
+++ b/LICENSE
@@ -0,0 +1,19 @@
+Copyright (c) 2010 Alp Mestanogullari
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in
+all copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN
+THE SOFTWARE.
diff --git a/Setup.hs b/Setup.hs
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--- /dev/null
+++ b/Setup.hs
@@ -0,0 +1,3 @@
+#!/usr/bin/env runhaskell
+import Distribution.Simple
+main = defaultMain
diff --git a/Statistics/LinearRegression.hs b/Statistics/LinearRegression.hs
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--- /dev/null
+++ b/Statistics/LinearRegression.hs
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+module Statistics.LinearRegression (linearRegression) where
+
+import qualified Data.Vector.Unboxed as U
+import Statistics.Sample
+
+--- * Simple linear regression
+
+-- | Covariance
+covar :: Sample -> Sample -> (Double, Double, Double)
+covar xs ys = (U.sum (U.zipWith (*) (U.map f1 xs) (U.map f2 ys)) / (n-1), m1, m2)
+    where
+          n = fromIntegral $ U.length xs
+          m1 = mean xs
+          m2 = mean ys
+          f1 = \x -> (x - m1)
+          f2 = \x -> (x - m2)
+
+-- | Pearson's product-moment correlation coefficient
+correl :: Sample -> Sample -> (Double, Double, Double, Double, Double)
+correl xs ys = let (c, m1, m2) = covar xs ys
+                   sx = stdDev xs
+                   sy = stdDev ys
+               in (c / (stdDev xs * stdDev ys), m1, m2, sx, sy)
+
+-- | Simple linear regression between 2 samples.
+--   Takes two vectors Y={yi} and X={xi} and returns
+--   (alpha, beta) such that Y = alpha + betaX
+linearRegression :: Sample -> Sample -> (Double, Double)
+linearRegression xs ys = (alpha, beta)
+    where 
+          (r, m1, m2, sx, sy) = correl xs ys
+          beta                = r * sy / sx
+          alpha               = m2 - beta * m1
diff --git a/statistics-linreg.cabal b/statistics-linreg.cabal
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--- /dev/null
+++ b/statistics-linreg.cabal
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+-- linreg.cabal auto-generated by cabal init. For additional options,
+-- see
+-- http://www.haskell.org/cabal/release/cabal-latest/doc/users-guide/authors.html#pkg-descr.
+-- The name of the package.
+Name:                statistics-linreg
+
+-- The package version. See the Haskell package versioning policy
+-- (http://www.haskell.org/haskellwiki/Package_versioning_policy) for
+-- standards guiding when and how versions should be incremented.
+Version:             0.1
+
+-- A short (one-line) description of the package.
+Synopsis:            Linear regression between two samples, based on the 'statistics' package
+
+-- A longer description of the package.
+Description:         Provides a function to perform a linear regression between 2 samples, see the documentation of the linearRegression function. This library is based on the 'statistics' package.
+
+-- URL for the project homepage or repository.
+Homepage:            http://code.haskell.org/~alpmestan/linreg/
+-- The license under which the package is released.
+License:             MIT
+
+-- The file containing the license text.
+License-file:        LICENSE
+
+-- The package author(s).
+Author:              Alp Mestanogullari <alpmestan@gmail.com>
+
+-- An email address to which users can send suggestions, bug reports,
+-- and patches.
+Maintainer:          Alp Mestanogullari <alpmestan@gmail.com>
+
+-- A copyright notice.
+Copyright:           2010 Alp Mestanogullari
+
+-- Stability of the pakcage (experimental, provisional, stable...)
+Stability:           Experimental
+
+Category:            Math, Statistics
+
+Build-type:          Simple
+
+-- Extra files to be distributed with the package, such as examples or
+-- a README.
+-- Extra-source-files:  
+
+-- Constraint on the version of Cabal needed to build this package.
+Cabal-version:       >=1.4
+
+
+Library
+  -- Modules exported by the library.
+  Exposed-modules: Statistics.LinearRegression
+  
+  -- Packages needed in order to build this package.
+  Build-depends: statistics >= 0.5, vector >= 0.5, base >= 4 && < 5
+  
+  -- Modules not exported by this package.
+  -- Other-modules:       
+  
+  -- Extra tools (e.g. alex, hsc2hs, ...) needed to build the source.
+  -- Build-tools:         
+