> 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
