|
Viewing Issue Advanced Details
[ Jump to Notes ]
|
[ View Simple ]
[ Issue History ]
[ Print ]
|
|
ID |
Category |
Severity |
Reproducibility |
Date Submitted |
Last Update |
|
0000388 |
[ALGLIB] Statistics |
feature |
have not tried |
2010-11-01 14:02 |
2010-11-01 14:03 |
|
|
Reporter |
SergeyB |
View Status |
public |
|
|
Assigned To |
SergeyB |
|
Priority |
normal |
Resolution |
implemented |
Platform |
|
|
Status |
resolved |
|
OS |
|
|
Projection |
none |
|
OS Version |
|
|
ETA |
none |
Fixed in Version |
3.1.0 |
Product Version |
|
| |
Target Version |
|
Product Build |
|
|
|
Summary |
0000388: IMPLEMENTED: new covariance/correlation functions |
|
Description |
New functions for calculation of covariance/correlation:
* calculation of covariance/correlation matrices (both Pearson and Spearman matrices can be calculated).
* calculation of cross-covariance/cross-correlation matrices (both Pearson and Spearman matrices can be calculated).
Cache-oblivious code is used in both cases which can efficiently work with large matrices which do not fit into CPU cache. |
|
Steps To Reproduce |
|
|
Additional Information |
|
|
|
Programming language |
Unspecified |
|
|
Attached Files |
|
|
|
Relationships 
