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[patch #6650] one pass covariance algorithm


From: Jason H Stover
Subject: [patch #6650] one pass covariance algorithm
Date: Mon, 03 Nov 2008 15:23:51 +0000
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Follow-up Comment #19, patch #6650 (project pspp):

About using a casefilter for listwise deletion of missing values:

It seems that to do so, the caller would be the one to use the casefilter. If
that happened correctly, then this code in covarianc-matrix.c could be
dropped: 

  for (i = 0; i < cov->n_variables; i++)
    {
      val1 = case_data (ccase, v_variables[i]);
      if (!var_is_value_missing (v_variables[i], val1, cov->missing_value))
        {
          is_missing = true;
          break;
        }

Dropping that code would eliminate a lot of tests. That is OK with me, but it
means that whoever uses covariance-matrix.c would have to remember to use the
right filter. If that's OK with everyone, I'll drop this code out of
covariance-matrix.c and add a comment saying that if the caller wants listwise
deletion of missing values, they'll have to use the right casefilter.

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

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