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## covariance-matrix.c

**From**: |
John Darrington |

**Subject**: |
covariance-matrix.c |

**Date**: |
Wed, 9 Sep 2009 01:39:10 +0800 |

**User-agent**: |
Mutt/1.5.18 (2008-05-17) |

I've started implementing CORRELATIONS, and it make sense to use
src/math/covariance-matrix.c but I have a number of questions
about it.
covariance_accumulate_listwise doesn't seem to be complete.
Notably, val2 is used uninitialised. However, I don't really
see a need for this function, since it's straightforward, to
filter missing values on a listwise basis using a casefilter.
struct covariance_matrix has a member called "ssize". I'm guessing
that ssize is a matrix containing the number of non-missing cases
used to calculate each element of cov. Such a matrix would be
rather usefull to CORRELATIONS, but I don't see a method on the
interface to access ssize.
However, looking at the code, I see instances of expressions like
"->ssize += 1.0" which worries me, because it doesn't seem to account
for weighted cases.
So:
1. Is covariance_accumulate_listwise actually used? If not, I think
it's ok to delete it.
2. Can we have a way to access ssize?
3. Has covariance matrix been testing in the presence of non-unity
caseweights? If not, then it ought to be.
4. A few extra comments in covariance-matrix.c wouldn't go amiss.
J'
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**covariance-matrix.c**,
*John Darrington* **<=**