Replace naïve covariance algorithm to avoid numerical instability and arithmetic overflow by the stable one from ... #3

mbok · 2017-07-12T22:02:42Z

@TechReport{pebay2008formulas,
title={Formulas for robust, one-pass parallel computation of covariances and arbitrary-order statistical moments.},
author={Pebay, Philippe Pierre},
year={2008},
institution={Sandia National Laboratories}
}

…ment by another algorithms

mbok changed the title ~~Replace naïve covariance algorithm to avoid numerical instability and arithmetic overflow by the stable one~~ Replace naïve covariance algorithm to avoid numerical instability and arithmetic overflow by the stable one from ... Jul 12, 2017

mbok added a commit that referenced this issue Aug 8, 2017

#3 correct variance and covariance usage in preparation for a replace…

3c26020

…ment by another algorithms

mbok added a commit that referenced this issue Aug 29, 2017

#3 prepare 5.5.1.2 release

1070d8f

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Replace naïve covariance algorithm to avoid numerical instability and arithmetic overflow by the stable one from ... #3

Replace naïve covariance algorithm to avoid numerical instability and arithmetic overflow by the stable one from ... #3

mbok commented Jul 12, 2017

Replace naïve covariance algorithm to avoid numerical instability and arithmetic overflow by the stable one from ... #3

Replace naïve covariance algorithm to avoid numerical instability and arithmetic overflow by the stable one from ... #3

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mbok commented Jul 12, 2017