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This PR adds federated covariance instruction.

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@Baunsgaard Baunsgaard left a comment

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The content is okay, but lacks cleanup. I would suggest to try to split up your implementation into more methods.
And make sure that the different parts are tested. You can use jacoco to verify this, simply add the -Djacoco.skip=false to your IDE. then you will get the log files in target that you can open in HTML

@OlgaOvcharenko OlgaOvcharenko changed the title [SYSTEMDS-2766] Federated covariance [WIP][SYSTEMDS-2766] Federated covariance Jan 16, 2021
@OlgaOvcharenko OlgaOvcharenko changed the title [WIP][SYSTEMDS-2766] Federated covariance [SYSTEMDS-2766] Federated covariance Feb 25, 2021
@OlgaOvcharenko
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@Baunsgaard I cleaned the code, can you take another look? Thanks.

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LGTM, will merge shortly

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2 participants