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gonum / stat
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Repo Added 18 Oct 2014 02:03AM UTC
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pending completion
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jonlawlor
Add CorrelationMatrix and Cov2Corr functions

This change includes a function to calculate correlation the
correlation matrix of input data, and unexported functions which
can convert between covariance matrices and correlation matrices.
There are also tests for CorrelationMatrix, and benchmarks for
the conversion functions.

942 of 1417 relevant lines covered (66.48%)

1.99 hits per line

Relevant lines Covered
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Recent builds

Builds Branch Commit Type Ran Committer Via Coverage
193 correlationmatrix Add CorrelationMatrix and Cov2Corr functions This change includes a function to calculate correlation the correlation matrix of input data, and unexported functions which can convert between covariance matrices and correlation matrices. There are... push 03 Feb 2015 04:07AM UTC jonlawlor travis-ci pending completion  
188 correlationmatrix imrpove covariance and correlation docs push 02 Feb 2015 09:43PM UTC jonlawlor travis-ci pending completion  
187 correlationmatrix rename corr in CorrelationMatrix to c push 02 Feb 2015 08:33PM UTC jonlawlor travis-ci pending completion  
185 correlationmatrix Improve implementation of corr2Cov and cov2Corr Benchmarks indicate that this approach is ~4x faster than the previous implementation. push 02 Feb 2015 06:25PM UTC jonlawlor travis-ci pending completion  
183 correlationmatrix make Corr2Cov and Cov2Corr unexported push 02 Feb 2015 04:09AM UTC jonlawlor travis-ci pending completion  
181 correlationmatrix s/2/To/ push 01 Feb 2015 08:56PM UTC jonlawlor travis-ci pending completion  
179 correlationmatrix Add more tests for Correlation and conversions push 01 Feb 2015 08:54PM UTC jonlawlor travis-ci pending completion  
177 correlationmatrix Add CorrelationMatrix and Cov2Corr functions This change includes a function to calculate correlation the correlation matrix of input data, and a function which can convert covariance matrices to correlation matrices. I will be adding more test ... push 01 Feb 2015 05:49PM UTC jonlawlor travis-ci pending completion  
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