diff --git a/covariancematrix.go b/covariancematrix.go index 335d2930..06515ed6 100644 --- a/covariancematrix.go +++ b/covariancematrix.go @@ -45,7 +45,7 @@ func CovarianceMatrix(cov *mat64.Dense, x mat64.Matrix, wts []float64) *mat64.De var xc mat64.Dense xc.TCopy(&xt) - var N, scale float64 + var n, scale float64 if wts != nil { if wr := len(wts); wr != r { panic(mat64.ErrShape) @@ -58,15 +58,15 @@ func CovarianceMatrix(cov *mat64.Dense, x mat64.Matrix, wts []float64) *mat64.De } // Calculate the normalization factor. - N = floats.Sum(wts) + n = floats.Sum(wts) } else { - N = float64(r) + n = float64(r) } cov.Mul(&xt, &xc) // Scale by the sample size. - scale = 1 / (N - 1) + scale = 1 / (n - 1) cov.Scale(scale, cov) return cov