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Optimize cov and cor with identical arguments#166

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andreasnoack merged 1 commit intomasterfrom
dw/cov_cor_optimization
May 26, 2024
Merged

Optimize cov and cor with identical arguments#166
andreasnoack merged 1 commit intomasterfrom
dw/cov_cor_optimization

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@devmotion
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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.

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