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Re: [Help-gsl] Where oh where did the correlation cofficient go?


From: Brian Gough
Subject: Re: [Help-gsl] Where oh where did the correlation cofficient go?
Date: Wed, 23 May 2007 10:25:56 +0100
User-agent: Wanderlust/2.14.0 (Africa) Emacs/21.3 Mule/5.0 (SAKAKI)

At Mon, 21 May 2007 23:11:15 -0700,
Jack Denman wrote:
> I discovered this great library, but in the linear regression code I
> cannot find a way to get the correlation coefficient "rho" or r that
> indicates the degree if fit. Am I missing something?

Hello,

We return the covariance matrix which gives more
information, you can calculate the correlation
coefficient from it as rho = c11/sqrt(c00*c11).

-- 
Brian Gough

Network Theory Ltd,
Publishing the GSL Manual - http://www.network-theory.co.uk/gsl/manual/




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