Patrick, Thanks for contributing this. Looks useful and IMO a good addition to [math]. It would speed things up a bit if you added javadoc and a test class.
Thanks again for your interest and contribution. Phil On Mon, Dec 6, 2010 at 9:14 AM, Patrick Meyer <[email protected]> wrote: > There are now accurate algorithms for an incremental, storeless covariance > that are extentions of West's algorithm for storeless variance. I submitted > the algorithm and technical paper on its derivation in JIRA, > https://issues.apache.org/jira/browse/MATH-449. It would be nice to have > this added to org.apache.commons.math.covariance. > > Thanks, > Patrick >
