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Improve comment on what algorithm is used

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Jonathan J Lawlor
2014-12-21 18:54:44 -05:00
parent bce5c81adc
commit 0e425f0d55
1 changed files with 1 additions and 3 deletions
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4
covariancematrix.go
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@@ -19,10 +19,8 @@ import (
// columns as the input data matrix x, or if it is nil then a new Dense
// matrix will be constructed.
func CovarianceMatrix(cov *mat64.Dense, x mat64.Matrix, wts []float64) *mat64.Dense {
// matrix version of the two pass algorithm. This doesn't use
// This is the matrix version of the two-pass algorithm. It doesn't use
// the correction found in the Covariance and Variance functions.
r, c := x.Dims()
// determine the mean of each of the columns