>> 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
