make Corr2Cov and Cov2Corr unexported

covariancematrix.go

@@ -96,12 +96,12 @@ func CorrelationMatrix(corr *mat64.Dense, x mat64.Matrix, wts []float64) *mat64.
 
 	// This will panic if the sizes don't match, or if wts is the wrong size.
 	corr = CovarianceMatrix(corr, x, wts)
-	CovToCorr(corr)
+	covToCorr(corr)
 	return corr
 }
 
-// CovToCorr converts a covariance matrix to a correlation matrix.
-func CovToCorr(cov *mat64.Dense) {
+// covToCorr converts a covariance matrix to a correlation matrix.
+func covToCorr(cov *mat64.Dense) {
 
 	// TODO(jonlawlor): use a *mat64.Symmetric as input.
 
@@ -121,11 +121,11 @@ func CovToCorr(cov *mat64.Dense) {
 	}
 }
 
-// CorrToCov converts a correlation matrix to a covariance matrix.
+// corrToCov converts a correlation matrix to a covariance matrix.
 // The input sigma should be vector of standard deviations corresponding
 // to the covariance.  It will panic if len(sigma) is not equal to the
 // number of rows in the correlation matrix.
-func CorrToCov(corr *mat64.Dense, sigma []float64) {
+func corrToCov(corr *mat64.Dense, sigma []float64) {
 
 	// TODO(jonlawlor): use a *mat64.Symmetric as input.
 

covariancematrix_test.go

@@ -238,18 +238,18 @@ func TestCorrCov(t *testing.T) {
 		}
 
 		covFromCorr := mat64.DenseCopyOf(corr)
-		CorrToCov(covFromCorr, sigmas)
+		corrToCov(covFromCorr, sigmas)
 		corrFromCov := mat64.DenseCopyOf(cov)
-		CovToCorr(corrFromCov)
+		covToCorr(corrFromCov)
 
 		if !corr.EqualsApprox(corrFromCov, 1e-14) {
-			t.Errorf("%d: CorrToCov did not match direct Correlation calculation.  Want: %v, got: %v. ", i, corr, corrFromCov)
+			t.Errorf("%d: corrToCov did not match direct Correlation calculation.  Want: %v, got: %v. ", i, corr, corrFromCov)
 		}
 		if !cov.EqualsApprox(covFromCorr, 1e-14) {
-			t.Errorf("%d: CovToCorr did not match direct Covariance calculation.  Want: %v, got: %v. ", i, cov, covFromCorr)
+			t.Errorf("%d: covToCorr did not match direct Covariance calculation.  Want: %v, got: %v. ", i, cov, covFromCorr)
 		}
 
-		if !Panics(func() { CorrToCov(mat64.NewDense(2, 2, nil), []float64{}) }) {
+		if !Panics(func() { corrToCov(mat64.NewDense(2, 2, nil), []float64{}) }) {
 			t.Errorf("CorrelationMatrix did not panic with sigma size mismatch")
 		}
 	}