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RE: correlation coefficient
- From: <keith dot briggs at bt dot com>
- To: <gsl-discuss at sourceware dot org>
- Date: Fri, 16 Mar 2007 16:01:25 -0000
- Subject: RE: correlation coefficient
>> Is there any interest in putting a new function in the
>> statistics area for calculating the Pearson correlation coefficient?
>> ... it would be more efficient to calculate everything in 1 pass
>> through the data
>Yes, sounds like a good idea to me. Go ahead and add it in
>covariance_source.c if you have the 1-pass algorithm.
A one-pass algorithm for this and also for polynomial least-squares can be found at http://keithbriggs.info/pipemath.html.
Keith