add numerical recipes library

lib/nr/k_and_r/recipes/pearsn.c

@@ -0,0 +1,33 @@
+
+#include <math.h>
+#define TINY 1.0e-20
+
+void pearsn(x,y,n,r,prob,z)
+float *prob,*r,*z,x[],y[];
+unsigned long n;
+{
+	float betai(),erfcc();
+	unsigned long j;
+	float yt,xt,t,df;
+	float syy=0.0,sxy=0.0,sxx=0.0,ay=0.0,ax=0.0;
+
+	for (j=1;j<=n;j++) {
+		ax += x[j];
+		ay += y[j];
+	}
+	ax /= n;
+	ay /= n;
+	for (j=1;j<=n;j++) {
+		xt=x[j]-ax;
+		yt=y[j]-ay;
+		sxx += xt*xt;
+		syy += yt*yt;
+		sxy += xt*yt;
+	}
+	*r=sxy/(sqrt(sxx*syy)+TINY);
+	*z=0.5*log((1.0+(*r)+TINY)/(1.0-(*r)+TINY));
+	df=n-2;
+	t=(*r)*sqrt(df/((1.0-(*r)+TINY)*(1.0+(*r)+TINY)));
+	*prob=betai(0.5*df,0.5,df/(df+t*t));
+}
+#undef TINY