[MATH-978] StorelessCovariance to be map/reducable

• Type: New Feature
• Status: Closed
• Priority: Major
• Resolution: Fixed
• Fix Version/s: 3.3
• Assignee: Unassigned
• Reporter: Ajo Fod
• Created: 21/May/13 16:57
• Updated: 19/May/14 15:13
• Resolved: 31/May/13 17:51

Description

Current version of StorelessCovariance and StorelessBivariateCovariance don't allow adding another StorelessCovariance to an existing one. With this feature it is possible to run maps on different data sets and then do a final reduce to get the overall covariance.