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

**From**: |
Brian Gough |

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

**Date**: |
Wed, 23 May 2007 10:25:56 +0100 |

**User-agent**: |
Wanderlust/2.14.0 (Africa) Emacs/21.3 Mule/5.0 (SAKAKI) |

At Mon, 21 May 2007 23:11:15 -0700,
Jack Denman wrote:
>* I discovered this great library, but in the linear regression code I*
>* cannot find a way to get the correlation coefficient "rho" or r that*
>* indicates the degree if fit. Am I missing something?*
Hello,
We return the covariance matrix which gives more
information, you can calculate the correlation
coefficient from it as rho = c11/sqrt(c00*c11).
--
Brian Gough
Network Theory Ltd,
Publishing the GSL Manual - http://www.network-theory.co.uk/gsl/manual/