question: public static void covarianceMatrix ( Vec mean , DataSet dataSet , Matrix covariance ) { double sumOfWeights = 0.0 , sumOfSquaredWeights = 0.0 ; for ( int i = 0 ; i < dataSet . getSampleSize ( ) ; i ++ ) { DataPoint dp = dataSet . getDataPoint ( i ) ; sumOfWeights += dp . getWeight ( ) ; sumOfSquaredWeights += Math . pow ( dp . getWeight ( ) , 2 ) ; } covarianceMatrix ( mean , dataSet , covariance , sumOfWeights , sumOfSquaredWeights ) ; }
target:  Computes the weighted covariance matrix of the given data set. 