Re: [math] Correlation and Covariance

2009-02-08 Thread Luc Maisonobe
Phil Steitz a écrit : > MATH-114 and MATH-138 propose support for correlation matrices. I have > been working on these and would like to propose the following: > > Create a new package o.a.c.m.stat.correlation to house intially >a) Covariance - creates variance-covariance matrix from a matrix

[math] Correlation and Covariance

2009-02-08 Thread Phil Steitz
MATH-114 and MATH-138 propose support for correlation matrices. I have been working on these and would like to propose the following: Create a new package o.a.c.m.stat.correlation to house intially a) Covariance - creates variance-covariance matrix from a matrix whose columns represent cova