Optimize cov
and cor
with identical arguments
#166
Merged
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When reviewing JuliaStats/StatsBase.jl#923, I noticed that StatsBase uses a custom
_cov
function internally to improve performance ofcov
calls inpairwise
invocations when both arguments ofcov
are identical. My feeling is that it would be better if such optimizations would be performed byStatistics.cov
automatically.