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

I am writing an application to automate some financial analysis and need to compute multiple correlations. Currently, I开发者_StackOverflow社区 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?

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I think you might need some R:

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