What is a good statistics library for calculating multiple correlations in .NET?

Question

I am writing an application to automate financial analysis and the need to calculate multiple correlations. I am currently using MathNet.Numerics to calculate single correlations, but I have no way to calculate multiple correlations, as far as I can tell. Are there .NET libraries that can do this?

Answer 1

I think you might need R:

http://www.codeproject.com/KB/cs/RtoCSharp.aspx