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ID |
Category |
Severity |
Reproducibility |
Date Submitted |
Last Update |
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0000388 |
[ALGLIB] Statistics |
feature |
have not tried |
2010-11-01 14:02 |
2010-11-01 14:03 |
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Reporter |
SergeyB |
View Status |
public |
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Assigned To |
SergeyB |
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Priority |
normal |
Resolution |
implemented |
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Status |
resolved |
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Product Version |
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Summary |
0000388: IMPLEMENTED: new covariance/correlation functions |
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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. |
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Additional Information |
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Programming language |
Unspecified |
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Attached Files |
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