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[patch #6650] one pass covariance algorithm


From: Jason H Stover
Subject: [patch #6650] one pass covariance algorithm
Date: Fri, 31 Oct 2008 16:19:37 +0000
User-agent: Mozilla/5.0 (X11; U; Linux i686; en-US; rv:1.8.1.16) Gecko/20080702 Firefox/2.0.0.16

Follow-up Comment #16, patch #6650 (project pspp):

Two corrections to my previous post:

"The question of pairwise or listwise deletion is the most important question
when computing the covariance matrix, so this is a big improvement."

I meant the most important question about handling missing values.

"update_moments does not depend on a test that is invariant in the loops in
which it is called,..."

I meant that it's test does NOT depend on the loops.



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