covariance-matrix.c: Added one-pass algorithm to compute covariance
authorJason H Stover <jhs@math.gcsu.edu>
Thu, 6 Nov 2008 15:45:40 +0000 (10:45 -0500)
committerJason H Stover <jhs@math.gcsu.edu>
Thu, 6 Nov 2008 15:45:40 +0000 (10:45 -0500)
commit93cf6259300c4ddeef1df6e40b3958bb9e6802f5
tree98e8f3e365f659761fed95e41cf6a20bef81bc5b
parent47e6024280cbc95dbfa637009091cc8404c84fb0
covariance-matrix.c: Added one-pass algorithm to compute covariance
matrices.  New structure covariance_matrix contains the covariance
matrix, related data and member functions. Added different routines to
handle pairwise or listwise deletion of missing values.  Added many
new functions.

glm.q: Changed run_glm to use the new interface to the covariance
matrix. Removed unused function data_pass_one().
src/language/stats/glm.q
src/math/covariance-matrix.c
src/math/covariance-matrix.h