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Add covariance estimators

Open ashvardanian opened this issue 1 year ago • 2 comments

Covariance isn't a distance function, as it can be negative. It however, is often used for similarity search over time-series and should be implemented in SimSIMD.

ashvardanian avatar Feb 24 '24 05:02 ashvardanian

I would like to take this task!

amirzia avatar Jun 02 '24 21:06 amirzia

Thanks, @amirzia! I think include/simsimd/probability.h is a good place for those 🤗

ashvardanian avatar Jun 02 '24 22:06 ashvardanian