Covariance Matrices

Kasp has asked for the wisdom of the Perl Monks concerning the following question:

Does Perl offer any way to efficiently calculate covariance matrices of reasonably large size (1000+ variables)? I looked into the statistical modules, but didn't find anything. Would I be better off looking at something like Matlab? Thanks! k

Comment on Covariance Matrices

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Re: Covariance Matrices by fglock (Vicar) on Aug 02, 2002 at 20:33 UTC
Look in http://pdl.perl.org A good start point is http://pdl.sourceforge.net/PDLdocs/ It takes some time to learn how to work with the PDL module, but I think it's worth it.	[reply]

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