I found Pearson correlation in GSL [1] but don't see Spearman.<div><br></div><div>[1] <a href="http://www.gnu.org/software/gsl/manual/html_node/Correlation.html">http://www.gnu.org/software/gsl/manual/html_node/Correlation.html</a></div>
<div><br></div><div class="gmail_extra"><br><br><div class="gmail_quote">On Mon, Nov 12, 2012 at 10:20 AM, Markus Mottl <span dir="ltr"><<a href="mailto:markus.mottl@gmail.com" target="_blank">markus.mottl@gmail.com</a>></span> wrote:<br>
<blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex"><div class="im">On Mon, Nov 12, 2012 at 10:08 AM, Ashish Agarwal <<a href="mailto:agarwal1975@gmail.com">agarwal1975@gmail.com</a>> wrote:<br>
> We have these in Biocaml.Math, which is not a great place for them. It would<br>
> be nice for OCaml to have some math/statistics libraries. OCaml-R has a<br>
> binding to R's math library, but there isn't a stable release.<br>
<br>
</div>There are two libraries that should mostly address your needs for math<br>
and statistics: lacaml and gsl-ocaml:<br>
<br>
<a href="https://bitbucket.org/mmottl/lacaml" target="_blank">https://bitbucket.org/mmottl/lacaml</a><br>
<a href="https://bitbucket.org/mmottl/gsl-ocaml" target="_blank">https://bitbucket.org/mmottl/gsl-ocaml</a><br>
<br>
The first one interfaces most of BLAS/LAPACK, which are the de-facto<br>
standard for heavy-duty linear algebra (vector and matrix operations,<br>
factorizations, eigenproblems, solving equations and least-squares<br>
problems, etc.).<br>
<br>
gsl-ocaml interfaces most of the GNU Scientific Library, which is<br>
probably the most widely used open source library for that purpose.<br>
<br>
Regards,<br>
Markus<br>
<span class="HOEnZb"><font color="#888888"><br>
--<br>
Markus Mottl <a href="http://www.ocaml.info" target="_blank">http://www.ocaml.info</a> <a href="mailto:markus.mottl@gmail.com">markus.mottl@gmail.com</a><br>
</font></span></blockquote></div><br></div>