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From Patrick Meyer <meyer...@gmail.com>
Subject [math] Storeless covariance
Date Mon, 06 Dec 2010 14:14:03 GMT
There are now accurate algorithms for an incremental, storeless covariance
that are extentions of West's algorithm for storeless variance. I submitted
the algorithm and technical paper on its derivation in JIRA,
https://issues.apache.org/jira/browse/MATH-449. It would be nice to have
this added to org.apache.commons.math.covariance.

Thanks,
Patrick

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