diff --git a/covariancematrix.go b/covariancematrix.go index e11d96a..71e4d58 100644 --- a/covariancematrix.go +++ b/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. diff --git a/covariancematrix_test.go b/covariancematrix_test.go index c279ba1..8d2acb7 100644 --- a/covariancematrix_test.go +++ b/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") } }