No statistics or math module in core?

[Ashish Agarwal]

I found Pearson correlation in GSL [1] but don't see Spearman.

[1] http://www.gnu.org/software/gsl/manual/html_node/Correlation.html



On Mon, Nov 12, 2012 at 10:20 AM, Markus Mottl <markus.mottl at gmail.com>wrote:

> On Mon, Nov 12, 2012 at 10:08 AM, Ashish Agarwal <agarwal1975 at gmail.com>
> wrote:
> > We have these in Biocaml.Math, which is not a great place for them. It
> would
> > be nice for OCaml to have some math/statistics libraries. OCaml-R has a
> > binding to R's math library, but there isn't a stable release.
>
> There are two libraries that should mostly address your needs for math
> and statistics: lacaml and gsl-ocaml:
>
>   https://bitbucket.org/mmottl/lacaml
>   https://bitbucket.org/mmottl/gsl-ocaml
>
> The first one interfaces most of BLAS/LAPACK, which are the de-facto
> standard for heavy-duty linear algebra (vector and matrix operations,
> factorizations, eigenproblems, solving equations and least-squares
> problems, etc.).
>
> gsl-ocaml interfaces most of the GNU Scientific Library, which is
> probably the most widely used open source library for that purpose.
>
> Regards,
> Markus
>
> --
> Markus Mottl        http://www.ocaml.info        markus.mottl at gmail.com
>
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