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That's not really "compiling", it's merely linting. There's a good package called SublimeLinter which will do as-you-type linting for a range of different languages, including Javascript (using JSHint) https://github.com/Kronuz/SublimeLinter
how do you mean "compile"?
This function also exists in Komodo, where it is called "Smart Caps". Works great, and I'm missing it in ST!