JuliaStats/StatsBase.jl — pull request #52 by simonster (2014-04-04 20:41:04+00:00)
Title: Add canonical correlation

I'm not sure if this belongs here or somewhere else, but I implemented canonical correlation analysis. The algorithm is QR/SVD as described on p. 3 [here](http://www.nr.com/whp/notes/CanonCorrBySVD.pdf). The tests verify that the results match MATLAB.