Open karlnapf opened 8 years ago
@karlnapf I'm trying to find a standard deviation or variance function in linalg, but I'm unable to find one - could you please point me in the right direction? Or, have I misunderstood you, in that it has yet to be implemented (because of "partly already in linalg")?
Also, I've noticed that there are different implementations of functions for vectors and matrices - I've replaced all usages of CStatistics::mean() with linalg::mean() (#3096), but I haven't done anything with CStatistics::matrix_mean() . Does this issue involving replacing both or only vector implementations (obiviously for covariance we're just working with matricies)?
The idea is to
Start one by one. As a first step, you could grep for CStatistics::matrix_mean
etc and replace them with linalg calls
And replace all their usage with linalg implementation. In addition, respect Shoguns way of defining vectors, which is as column vectors, not row vectors. A couple of unit tests and other places in Shogun depend on this.
Mean/Std/Var:
Covariance:
See also #3117