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gonum / stat
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Repo Added 18 Oct 2014 02:03AM UTC
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LAST BUILD ON BRANCH keepsigma
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  • keepsigma
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btracey
Store sigma in Normal and StudentsT

Currently, we throw sigma away, and recompute it if necessary. This PR keeps sigma. This fixes an issue with concurrent calling of methods. In addition, however, it removes any possible issues with reconstructing a badly-conditioned sigma from its Cholesky decomposition, and avoids an extra n^3 work if sigma does need to be recomputed. The complexity of the implementation and difficulties listed above is not worth the memory savings in some cases, especially since the memory of the type is already O(n^2)

2426 of 3321 relevant lines covered (73.05%)

2.49 hits per line

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3321 RELEVANT LINES 2426 COVERED LINES
2.49 HITS PER LINE
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920 keepsigma Store sigma in Normal and StudentsT Currently, we throw sigma away, and recompute it if necessary. This PR keeps sigma. This fixes an issue with concurrent calling of methods. In addition, however, it removes any possible issues with reconstructi... push 07 Mar 2017 11:07PM UTC btracey travis-ci pending completion  
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