This page may be useful for your question
http://blog.chrislowis.co.uk/2008/11/24/ruby-gsl-pearson.html

On Dec 16, 10:18 am, Mike Barton <[email protected]> wrote:
> I don't know if mine is optimised or the best solution but I recently
> had reason to write ruby code for pearson and spearman correlation
> coefficients. I generally use spearman over pearson as it doesn't
> assume normality in the data.
>
> http://github.com/michaelbarton/rustat/tree/master/lib/rustat/correla...
>
> Cheers
>
> Mike
>
> On Dec 9, 2:58 pm, "Jim Neath" <[email protected]> wrote:
>
> > Hi Chaps,
>
> > I recently bought Programming Collective Intelligence by Toby Segaran.
> > Awesome book. It's given me an idea for a small challenge.
>
> > How would *you* go about coding Pearson's Correlation? I've got my own
> > solution but alas I fear that it's not as good or optimised as it
> > should/could be, so I'd find it interesting to see how others would do it.
>
> > No deadline for the challenge. I just want to see how others go about it.
>
> > Go Team!
>
> > --
> > Jim Neath - Manchester based Ruby on Rails Developerhttp://jimneath.org
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