diff --git a/covariancematrix.go b/covariancematrix.go index c4d9ad60..e88dff40 100644 --- a/covariancematrix.go +++ b/covariancematrix.go @@ -128,6 +128,8 @@ func ones(r, c int) *mat64.Dense { return mat64.NewDense(r, c, x) } +// centeredVariance calculates the sum of squares of a single +// series, for calculating variance. func centeredVariance(x []float64) float64 { var ss float64 for _, xv := range x { @@ -136,6 +138,9 @@ func centeredVariance(x []float64) float64 { return ss / float64(len(x)-1) } +// centeredCovariance calculates the sum of squares of two +// series, for calculating variance. The input lengths are +// assumed to be identical. func centeredCovariance(x, y []float64) float64 { var ss float64 for i, xv := range x {