haskell / haskell/statistics

Feature request: p-values for Pearson an Spearman coefficients

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Description

Practically all statistic packages provide a p-value together with the Pearson or Spearman correlation coefficients. Can we also have this feature?

I found https://github.com/haskell/statistics/pull/125, but it was never merged.

EDIT: For reference: https://docs.scipy.org/doc/scipy/reference/generated/scipy.stats.pearsonr.html

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