[patch #6650] one pass covariance algorithm

[Jason H Stover]

Update of patch #6650 (project pspp):

                  Status:                    Done => Ready For Test/Review  

    _______________________________________________________

Follow-up Comment #9:

I simplified the interface to the covariance matrix struct. Please see if
this makes the code in glm.q look any easier.

I still need to fix the problem of keeping track of the sample size in the
presence of missing data. The current patch only partially implements this,
most notably in new struct covariance_matrix and in the call to
covariance_accumulate(). I'll have to tidy up other files and functions to
make it work well with missing data. So more patching will follow.


(file #16711)
    _______________________________________________________

Additional Item Attachment:

File name: cov3.patch                     Size:12 KB


    _______________________________________________________

Reply to this item at:

  <http://savannah.gnu.org/patch/?6650>

_______________________________________________
  Message sent via/by Savannah
  http://savannah.gnu.org/