Statistics: comment in Correlation.Person on robustness

13 years ago · 4f3a9a4f6d
1 changed files with 3 additions and 0 deletions
--- a/src/Numerics/Statistics/Correlation.cs
+++ b/src/Numerics/Statistics/Correlation.cs
@ -57,6 +57,9 @@ namespace MathNet.Numerics.Statistics
            double varA = 0;
            double varB = 0;

+            // WARNING: do not try to "optimize" by summing up products instead of using differences.
+            // It would indeed be faster, but numerically much less robust if large mean + low variance.
+
            using (IEnumerator<double> ieA = dataA.GetEnumerator())
            using (IEnumerator<double> ieB = dataB.GetEnumerator())
            {