20 Commits

Author	SHA1	Message	Date
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