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From Phil Steitz <>
Subject Re: [math] Storeless covariance
Date Tue, 07 Dec 2010 02:48:50 GMT

Thanks for contributing this.  Looks useful and IMO a good addition to
[math].  It would speed things up a bit if you added javadoc and a test

Thanks again for your interest and contribution.


On Mon, Dec 6, 2010 at 9:14 AM, Patrick Meyer <> wrote:

> There are now accurate algorithms for an incremental, storeless covariance
> that are extentions of West's algorithm for storeless variance. I submitted
> the algorithm and technical paper on its derivation in JIRA,
> It would be nice to have
> this added to org.apache.commons.math.covariance.
> Thanks,
> Patrick

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