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[patch #6650] one pass covariance algorithm

From: Jason H Stover
Subject: [patch #6650] one pass covariance algorithm
Date: Wed, 22 Oct 2008 13:53:36 +0000
User-agent: Mozilla/5.0 (X11; U; Linux i686; en-US; rv: Gecko/20080702 Firefox/

Follow-up Comment #12, patch #6650 (project pspp):

I just sat down to start coding and realized that handling missing data in a
one-pass covariance algorithm is non-trivial. So I'm looking at algorithms for
handing similar problems, and will post an updated patch as soon as I code
some not-too-objectionable algorithms.


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