From 893b8756787e4c33e860c1ff7628d682f269279c Mon Sep 17 00:00:00 2001 From: Jonathan J Lawlor Date: Tue, 18 Nov 2014 20:14:21 -0500 Subject: [PATCH] expand on help text --- covariancematrix.go | 5 +++++ 1 file changed, 5 insertions(+) diff --git a/covariancematrix.go b/covariancematrix.go index 141e8c8a..7d6c71ba 100644 --- a/covariancematrix.go +++ b/covariancematrix.go @@ -13,6 +13,11 @@ import ( // algorithm. It requires a registered BLAS engine in gonum/matrix/mat64. // // The matrix returned will be symmetric, square, and positive-semidefinite. +// +// The weights matrix wts should have the same number of rows as the input +// data matrix x. cov should be a square matrix with the same number of +// 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, wts mat64.Matrix) *mat64.Dense { // matrix version of the two pass algorithm. This doesn't use