Commit Graph

13 Commits

Author SHA1 Message Date
Jonathan J Lawlor
14b1ccae5f impl weighted cov matrix and in place assignment 2014-11-18 19:24:36 -05:00
Jonathan J Lawlor
989dd3093f remove non-blas codepath
Also put ones directly into CovarianceMatrix function
2014-11-17 23:58:32 -05:00
Jonathan J Lawlor
6430780117 go fmt 2014-11-17 22:31:17 -05:00
Jonathan J Lawlor
a4f07999f2 split out non-blas impl into new function
Splitting out the non blas path makes the code flow easier to read.
2014-11-17 22:26:52 -05:00
Jonathan J Lawlor
4b7d9b397a add help for non-exported variance and covariance 2014-11-17 22:25:45 -05:00
Jonathan J Lawlor
945308d34b improve godoc for CovarianceMatrix 2014-11-17 22:24:29 -05:00
Jonathan J Lawlor
ae1d5e1ddc simplify example implementation 2014-11-15 23:22:05 -05:00
Jonathan J Lawlor
db6bc68a0c example implementation of pure go covariancematrix 2014-11-15 23:11:17 -05:00
Jonathan J Lawlor
8043a909f5 use var in place of new 2014-11-15 15:37:10 -05:00
Jonathan J Lawlor
35fb0d0413 improve comments 2014-11-15 15:14:24 -05:00
Jonathan J Lawlor
17b440e6be improve performance and decrease memory use 2014-11-15 14:35:21 -05:00
Jonathan J Lawlor
6a93054869 run go fmt
oops
2014-11-15 01:18:45 -05:00
Jonathan J Lawlor
63a1bac14c Initial work on covariancematrix 2014-11-15 00:49:46 -05:00