Hi,

While I've already written one I still need to ask: Is there a Pearson Correlation function for arrays in Eigen? While mine works I'm sure you guys have figured out a faster more efficient method of performing this common statistic.

Thanks,
HeadsDownCoder

there is nothing like that in Eigen, but perhaps some other users wrote one?

This is on the ToDo list, right? I'm looking forward to the integration of the statistics branch:

https://bitbucket.org/marton78/eigen/