code: function CSP(class1, class2) {
  	var cov1 = stat.cov(class1);
  	var cov2 = stat.cov(class2);
  	this.V = numeric.eig(math.multiply(math.inv(math.add(cov1, cov2)), cov1)).E.x;
  }
docs: Creates a new CSP object
  @constructor
  @param {number[][]} class1 - Data samples for class 1. Rows should be samples, columns should be signals.
  @param {number[][]} class2 - Data samples for class 2. Rows should be samples, columns should be signals.