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This commit is contained in:
Jonathan J Lawlor
2014-12-23 20:15:00 -05:00
parent c540265584
commit 10947b5d63
1 changed files with 4 additions and 2 deletions
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6
covariancematrix.go
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@@ -19,8 +19,10 @@ import (
// number of columns as the input data matrix x, or nil in which case a new
// Dense matrix will be constructed.
func CovarianceMatrix(cov *mat64.Dense, x mat64.Matrix, wts []float64) *mat64.Dense {
// This is the matrix version of the two-pass algorithm. It doesn't use
// the correction found in the Covariance and Variance functions.
// This is the matrix version of the two-pass algorithm. It doesn't use the
// additional floating point error correction that the Covariance function uses
// to reduce the impact of rounding during centering.
r, c := x.Dims()
// TODO(jonlawlor): indicate that the resulting matrix is symmetric, which