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https://issues.apache.org/jira/browse/MATH-978?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13663124#comment-13663124
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Ajo Fod edited comment on MATH-978 at 5/21/13 5:00 PM:
-------------------------------------------------------
Code for StorelessBivariateCovariance:
<pre>
/**
* Appends another covariance calculation to this.
*/
public void append(StorelessBivariateCovariance cov) {
double oldN = n;
n += cov.n;
final double deltaX = cov.meanX - meanX;
final double deltaY = cov.meanY - meanY;
meanX += deltaX * cov.n / n;
meanY += deltaY * cov.n / n;
covarianceNumerator+= cov.covarianceNumerator +
oldN*cov.n/n*deltaX*deltaY;
}
</pre>
was (Author: ajo.fod):
Code for StorelessBivariateCovariance:
/**
* Appends another covariance calculation to this.
*/
public void append(StorelessBivariateCovariance cov) {
double oldN = n;
n += cov.n;
final double deltaX = cov.meanX - meanX;
final double deltaY = cov.meanY - meanY;
meanX += deltaX * cov.n / n;
meanY += deltaY * cov.n / n;
covarianceNumerator+= cov.covarianceNumerator +
oldN*cov.n/n*deltaX*deltaY;
}
> StorelessCovariance to be map/reducable
> ---------------------------------------
>
> Key: MATH-978
> URL: https://issues.apache.org/jira/browse/MATH-978
> Project: Commons Math
> Issue Type: New Feature
> Reporter: Ajo Fod
> Original Estimate: 2h
> Remaining Estimate: 2h
>
> Current version of StorelessCovariance and StorelessBivariateCovariance don't
> allow adding another StorelessCovariance to an existing one. With this
> feature it is possible to run maps on different data sets and then do a final
> reduce to get the overall covariance.
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