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Optimize cov and cor with identical arguments #166

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merged 1 commit into from
May 26, 2024

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When reviewing JuliaStats/StatsBase.jl#923, I noticed that StatsBase uses a custom _cov function internally to improve performance of cov calls in pairwise invocations when both arguments of cov are identical. My feeling is that it would be better if such optimizations would be performed by Statistics.cov automatically.

@andreasnoack andreasnoack merged commit 71ebe28 into master May 26, 2024
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@andreasnoack andreasnoack deleted the dw/cov_cor_optimization branch May 26, 2024 18:57
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