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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  
Status resolved   Product Version
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.
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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