This is the mail archive of the
gsl-discuss@sourceware.org
mailing list for the GSL project.
Re: correlation coefficient
> be sure to include Pearson in the name of the function, since there
> are also Spearman's and Kendall's correlation statistics. (on second
> thought, contradicting myself, those two are specialized nonparametric
> measures, and so maybe it's reasonable to have Pearson's be the
> default.)
matlab and octave both use the name "corrcoef". I don't know about
matlab, but octave has separate functions "spearman" and "kendall"
for the other statistics, so I was thinking that
gsl_stats_correlation would be ok, and later if people want the
other functions they can name them gsl_stats_spearman etc. I'll
make sure the docs clearly state its the Pearson coefficient
for the function.
Patrick Alken