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Ran 03 Feb 2015 04:08AM UTC

Files 7

Run time 622min

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Committed 03 Feb 2015 04:06AM UTC coverage: 66.478% (+1.2%) from 65.328%

Job # 194.3

Build Type

Pull #33

travis-ci

Committed by

jonlawlor

Commit Message

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.

Pull Request Pull Request #33: Add CorrelationMatrix

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