package/gonum
1
0
Fork 0
mirror of https://github.com/gonum/gonum.git synced 2025-10-20 21:59:25 +08:00
Code Issues Actions Packages Projects Releases Wiki Activity

improve citation comment

Browse Source
This commit is contained in:
Jonathan J Lawlor
2014-11-14 15:30:36 -05:00
parent f3c5d5f73a
commit 062f132f95
1 changed files with 4 additions and 4 deletions
Download Patch File Download Diff File Expand all files Collapse all files

8
stat.go
View File

@@ -157,7 +157,7 @@ func Correlation(x, y, weights []float64) float64 {
xcompensation += xd
ycompensation += yd
}
// xcompensation and ycompensation are from the Chan paper
// xcompensation and ycompensation are from Chan, et. al.
// referenced in the MeanVariance function. They are analogous
// to the second term in (1.7) in that paper.
sxx -= xcompensation * xcompensation / float64(len(x))
@@ -184,7 +184,7 @@ func Correlation(x, y, weights []float64) float64 {
ycompensation += wyd
sumWeights += w
}
// xcompensation and ycompensation are from the Chan paper
// xcompensation and ycompensation are from Chan, et. al.
// referenced in the MeanVariance function. They are analogous
// to the second term in (1.7) in that paper, except they use
// the sumWeights instead of the sample count.
@@ -224,7 +224,7 @@ func Covariance(x, y, weights []float64) float64 {
xcompensation += xd
ycompensation += yd
}
// xcompensation and ycompensation are from the Chan paper
// xcompensation and ycompensation are from Chan, et. al.
// referenced in the MeanVariance function. They are analogous
// to the second term in (1.7) in that paper.
return (ss - xcompensation*ycompensation/float64(len(x))) / float64(len(x)-1)
@@ -242,7 +242,7 @@ func Covariance(x, y, weights []float64) float64 {
ycompensation += wyd
sumWeights += w
}
// xcompensation and ycompensation are from the Chan paper
// xcompensation and ycompensation are from Chan, et. al.
// referenced in the MeanVariance function. They are analogous
// to the second term in (1.7) in that paper, except they use
// the sumWeights instead of the sample count.