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

Question

I am writing an application to automate some financial analysis and need to compute multiple correlations. Currently, I am using MathNet.Numerics for computing single correlations, but it doesn't have the ability to compute multiple correlations as far as I can tell. Are there any .NET libraries that can do this?

Answer 1

I think you might need some R:

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