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Re: moments.c

From: Jason Stover
Subject: Re: moments.c
Date: Wed, 21 Mar 2007 17:18:12 -0400
User-agent: Mutt/1.5.10i

On Wed, Mar 21, 2007 at 01:20:05PM -0700, Ben Pfaff wrote:
> It already does support one-pass moments: use the moments1_*
> functions instead of the moments_* functions.

Okay. 'sorry for not seeing them before.

> > Second question: moments.c could also be made to compute correlations
> > between variables in a single data pass. If changing it to do so
> > doesn't make a mess of moments.c, does anyone mind if I make that
> > modification, too?
> Is there a logical or computational reason why correlations
> should be integrated into moments instead of being a separate
> module?

Computing correlations, means and variances at the same time would
eleminate at least one data pass. But computing them at the same time
also would introduce a structure (or matrix) in the moments struct to
store the correlations for each pair of variables. I don't know if the
added complexity would be worth the benefit of eleminating data

If moments.c doesn't have a way to compute correlations, then to avoid
the extra data passes, any procedure that needs correlations will have
to compute them on its own.


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