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compare performance between covariance and correlation matrices #13

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dswah opened this issue Aug 8, 2016 · 1 comment
Open

compare performance between covariance and correlation matrices #13

dswah opened this issue Aug 8, 2016 · 1 comment

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@dswah
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dswah commented Aug 8, 2016

calvin mentioned that in some cases its better to use the correlation matrix...

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dswah commented Oct 17, 2016

i think this is about normalizing the data so that each variable has unit variance.

this helps us compare variables that have different scales.

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