Re: unnormalized covariances

[John Darrington]

On Thu, Mar 04, 2010 at 05:37:47PM -0500, Jason Stover wrote:
     I need to use the "un-normalized" covariances for the
     regression, meaning just dot products, not divided by
     sample sizes. Does anyone mind if I add the following functions
     to covariance.c?
     
     static const gsl_matrix *
     covariance_calculate_double_pass_unnormalized (struct covariance *cov)
     {
       size_t i, j;
       for (i = 0 ; i < cov->dim; ++i)
         {
           for (j = 0 ; j < cov->dim; ++j)
           {
             int idx;
          double *x = gsl_matrix_ptr (cov->moments[MOMENT_VARIANCE], i, j);
     
            idx = cm_idx (cov, i, j);
              if ( idx >= 0)
                  {
                        x = &cov->cm [idx];
                  }
            }
         }
     
So far as I can see, this code has no effect.


We need to be very clear about what exactly the function
const gsl_matrix *covariance_moments (const struct covariance *cov, int m);

is returning.  Otherwise a lot of other things will break.

Perhaps we should have a different function to return non-normalised moments.

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