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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
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- Issue History
Date Modified Username Field Change
2010-11-01 14:02 SergeyB New Issue
2010-11-01 14:02 SergeyB Status new => assigned
2010-11-01 14:02 SergeyB Assigned To => SergeyB
2010-11-01 14:02 SergeyB Programming language => Unspecified
2010-11-01 14:03 SergeyB Status assigned => resolved
2010-11-01 14:03 SergeyB Fixed in Version => NEXT RELEASE
2010-11-01 14:03 SergeyB Resolution open => implemented

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