On Wed, Jul 25, 2012 at 09:00:44AM -0500, Becksfort, Jared wrote: > I have another question, this time about the API. The covariance matrix of a > multivariate normal distribution is called sigma in a number of R libraries, > but I am not sure it is called that everywhere. I named the parameters and > get methods for the covariance matrix things like "getSigma" but mentioned > covariance matrix in the comments. Do the developers here have a preference > between getSigma and getCovarianceMatrix? I can change the parameters > accordingly.
Referring to http://en.wikipedia.org/wiki/Multivariate_normal_distribution you are right that the matrix is represented by the capital "Sigma" Greek letter. However, in other places in the CM's code, similar data are retrieved with a method called "getCovariances()".[1] IMO, it's clearer that the method name refers to the concept (covariance) rather than the notation (Greek letter). Hence, I propose to just change the method name: getSigma -> getCovariances (and the name of the instance variable, to reduce possible confusion when reading the code). And instead of providing double[] getVariances() (elements on the diagonal of the matrix), I'd provided, as a convenience, double[] getStandardDeviation() (square-root of the elements on the diagonal). Regards, Gilles [1] org.apache.commons.math3.optimization.general.AbstractLeastSquaresOptimizer --------------------------------------------------------------------- To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org For additional commands, e-mail: dev-h...@commons.apache.org
