Mantis - ALGLIB
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ID: | Category: | Severity: | Reproducibility: | Date Submitted: | Last Update: |
388 | Statistics | feature | have not tried | 2010-11-01 14:02 | 2010-11-01 14:03 |
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Reporter: | SergeyB | Platform: | |||
Assigned To: | SergeyB | OS: | |||
Priority: | normal | OS Version: | |||
Status: | resolved | Product Version: | |||
Product Build: | Resolution: | implemented | |||
Projection: | none | ||||
ETA: | none | Fixed in Version: | 3.1.0 | ||
Programming language: | Unspecified | ||||
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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. |
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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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