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

**From**: |
Jack Denman |

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

**Date**: |
Thu, 31 May 2007 06:52:30 -0700 |

On Wed, 2007-05-30 at 11:27 +0100, Brian Gough wrote:
>* At Fri, 25 May 2007 06:31:49 -0700,*
>* Jack Denman wrote:*
>* > I must have done something wrong. I created the results of an ideal*
>* > linear function of y = mx +b and did the regression on the values*
>* > and calculated the value of rho. I did this to check the accuracy of*
>* > my code. The answer was off by a factor of roughly fifty ( rho =*
>* > 0.02 ). I used both unweighted and neutrally weighted function*
>* > calls. Below is listed the results and the code.*
>* > Where did I go wrong?*
>* *
>* Sorry, the formula I gave you had a typo, it should be*
>* cov01/sqrt(cov00*cov11). Also, that gives the correlation of the fit*
>* parameters. For the correlation of the data, which is what you want,*
>* you need to do:*
>* *
>* #include <gsl/gsl_statistics.h>*
>* *
>* cov01 = gsl_stats_covariance(x,1,y,1,n);*
>* cov00 = gsl_stats_variance(x,1,n);*
>* cov11 = gsl_stats_variance(y,1,n);*
>* r=cov01/sqrt(cov00*cov11);*
Thanks for the follow up. It's just what the doctor ordered.
--
Jack Denman <address@hidden>