Fri 04 Jul 2014 12:03:24 PM UTC, comment #3:
One more update. The patch attached with this comment is from 'hg export' instead of my local MQ, er, stack and as such includes author info. I find MQ very convenient to cleanly separate my patches as I can't know whether/when they're going to be committed to Octave HG. In case anyone's interested, I keep my .hg/patches directory here: https://github.com/helixhorned/pkoctavepatches .
Anyhow, I think I've gotten the hang of the occasional contributor workflow:
 work locally on some source code
 save a new MQ patch
 hg qpop a
 commit the topmost MQ patch to the real HG repo
 hg export, this one will be uploaded
 hg rollback
 hg qpush a
This is hopefully my last noisy comment. Sorry!
(file #31672)

Thu 03 Jul 2014 01:09:48 PM UTC, comment #2:
Alright... an updated patch is attached that supersedes the first one. Currently, Octave is incompatible to MATLAB in another way, not handled with this patch. In MATLAB, the input arguments are interpreted strictly as stated in the doc: columns are variables, rows are observations:
Octave, in contrast, makes an expection for vector input(s), always handling each one as one variable with as many observations as it has elements. This special case is not documented and may cause confusion. Personally, I prefer stricter semantics whenever possible.
(file #31671)

Thu 03 Jul 2014 12:36:46 PM UTC, original submission:
The current corr.m is behind MATLAB's in various ways. First, there's no pvalues output with the second 'PVAL' outarg. Because of this, there's also no option as to which kind of alternative hypothesis to consider ('both', 'left' or 'right').
The attached patch adds the PVAL output for the bothsided case. As stated in the MATLAB docs, a transformation from r to values that are tdistributed (assuming the input variables are uncorrelated bivariate Gaussian) is used there.
Additionally, when correlating data sets with one observation, return NaN instead of 1  the Pearson correlation coefficient is not defined in this case since the variance of either variable isn't.
Patch message:
Future directions:
For corr() to accept key/value pairs like 'KIND' it would be nice to have a factored system to extract these from a varargin passed to a function. Searching for the K/V pattern in the Octave code, it seems like these are done by hand each time now.
The remaining measures of assiciation  spearman() and kendall()  are there, so dispatching to those could then be done from corr(), too. Estimating pvalues for them is a different story.
Tests on MATLAB R2013a:
