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26 Commits

Author SHA1 Message Date
Jonathan J Lawlor
07dd900803 change the name of the N variable to n 2014-12-24 15:22:21 -05:00
Jonathan J Lawlor
93f33faa81 add tests for immutability 2014-12-23 21:03:12 -05:00
Jonathan J Lawlor
10947b5d63 expand algo comment 2014-12-23 20:15:00 -05:00
Jonathan J Lawlor
c540265584 go fmt 2014-12-22 22:04:23 -05:00
Jonathan J Lawlor
7357da958d Change to simpler impl 
By taking advantage of some gonum functions, it is possible to remove
much of the code related to centering the columns.    Also tidied up
many of the comments.
 2014-12-22 22:04:07 -05:00
Jonathan J Lawlor
00773a9c4f change panic to use mat64.ErrShape 2014-12-21 18:57:58 -05:00
Jonathan J Lawlor
831ced4cf7 Improve comment on normalization factor. 2014-12-21 18:55:52 -05:00
Jonathan J Lawlor
0e425f0d55 Improve comment on what algorithm is used 2014-12-21 18:54:44 -05:00
Jonathan J Lawlor
bce5c81adc update doc, add test for mat64.Vec 2014-12-02 21:08:47 -05:00
Jonathan J Lawlor
0d3fcca1eb change mat64.Vec to []float64 2014-12-02 20:47:56 -05:00
Jonathan J Lawlor
2121128140 convert At call to range 
wts is a []float64, which means we can range over it, which will be
faster than calling At in a loop.
 2014-11-29 15:33:07 -05:00
Jonathan J Lawlor
86e8ba26e0 change covariance matrix to accept weight vector 
mat64.Matrix would accept matrixes with more than one column.
Enforcing size by using a Vec makes more sense.
 2014-11-29 14:49:28 -05:00
Jonathan J Lawlor
893b875678 expand on help text 2014-11-18 20:14:21 -05:00
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