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Optimize `cov` and `cor` with identical arguments

Open devmotion opened this issue 1 year ago • 0 comments

When reviewing https://github.com/JuliaStats/StatsBase.jl/pull/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.

devmotion avatar Apr 08 '24 20:04 devmotion