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Covariance-related functions for general AbstractArray

Open yha opened this issue 4 years ago • 2 comments

This is mostly changing DenseMatrix in method signatures to AbstractMatrix, and running the tests also on a sparse array and a custom-typed array. Other changes:

  • Specialized _symmetrize! for sparse matrices
  • Fixed bug with zero variances in cor2cov! discovered when testing with sparse matrix
  • Added mean_and_cov(vector). I didn't add mean_and_cov(vector, weights) since that would need a fix to #409, which has a long discussion pointing to JuliaLang/Statistics.jl#2

yha avatar Sep 13 '20 17:09 yha

Rebased

yha avatar Oct 15 '20 09:10 yha

bump

yha avatar Jan 17 '21 23:01 yha