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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 

	


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