[MATH-939] stat.correlation.Covariance should allow one-column matrices

• Type: Bug
• Status: Closed
• Priority: Major
• Resolution: Fixed
• Fix Version/s: 3.2
• Assignee: Unassigned
• Reporter: Piotr Wydrych
• Created: 06/Mar/13 09:02
• Updated: 07/Apr/13 09:20
• Resolved: 06/Mar/13 10:31

Description

Currently (rev 1453206), passing 1-by-M matrix to the Covariance constructor throws IllegalArgumentException. For consistency, the Covariance class should work for a single-column matrix (i.e., for a N-dimensional random variable with N=1) and it should return 1-by-1 covariance matrix with the variable's variance in its only element.