#73 Precision issue in calculation of autocovariances fixed

closed-accepted
None
5
2013-03-04
2013-01-02
Slava Mazur
No

On Win32 platform when input data vector is sufficiently long there is an issue with final calculation of autocovariances. The proposed patch fixes it.

Discussion

  • Slava Mazur
    Slava Mazur
    2013-01-02

    A patch to ql/experimental/math/autocovariance.hpp

     
  • Luigi Ballabio
    Luigi Ballabio
    2013-03-04

    • assigned_to: nobody --> lballabio
    • status: open --> closed-accepted
     
  • Luigi Ballabio
    Luigi Ballabio
    2013-03-04

    The patch was applied to the code repository.
    It will be included in next release.
    Thank you.