I have an array (double*) that represents some timeseries.
I use this array for several computations with the intel MKL library.
After these computations I would like to calculate
a covariance matrix (based on the data in the array) with help of the
DAAL covariance function (covariance::Batch).
If my understanding of the documentation is correct, I need a
Pointer to a NumericTable Object that I would have to pass
to a covariance::Batch object.
I am not sure how I can create a NumericTable Object with
data from an double* array.
Could someone explain this to me in more detail ?
Documentation was not helpful so far to answer these question.