StatsBase.jl
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Covariance-related functions for general AbstractArray
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 addmean_and_cov(vector, weights)
since that would need a fix to #409, which has a long discussion pointing to JuliaLang/Statistics.jl#2
Rebased
bump