For cov and cor to use demeaned data

rgertenbach · Jul 13, 2022 · 870c8f8 · 870c8f8
1 parent 8331128
commit 870c8f8
Showing 1 changed file with 2 additions and 2 deletions.
diff --git a/stats.lua b/stats.lua
@@ -256,8 +256,8 @@ local function cov(t1, t2)
   local dev2 = map(t2, function(x) return x-mu2 end)
 
   local ss = 0
-  for i, v in ipairs(t1) do
-    ss = ss + v * t2[i]
+  for i, v in ipairs(dev1) do
+    ss = ss + v * dev2[i]
   end 
 
   return ss / (#t1 - 1)