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Let var, std & cor take a CovarianceEstimator #815

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merged 5 commits into from Jul 15, 2022
Merged

Let var, std & cor take a CovarianceEstimator #815

merged 5 commits into from Jul 15, 2022

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tpgillam
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Closes #734

rofinn
rofinn approved these changes Jul 14, 2022
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Seems mostly fine. Conflict with Statistics.cov2cor! is probably worth considering though.

src/cov.jl Outdated Show resolved Hide resolved
@rofinn rofinn merged commit 77590ce into JuliaStats:master Jul 15, 2022
nalimilan
nalimilan reviewed Jul 29, 2022
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src/cov.jl
function cor(ce::CovarianceEstimator, X::AbstractMatrix; kwargs...)
return _cov2cor!(cov(ce, X; kwargs...))
end
function cor(ce::CovarianceEstimator, X::AbstractMatrix, w::AbstractWeights; kwargs...)
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This method isn't tested at all. Could you make a PR to add a test?

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yep - see #820

@tpgillam tpgillam mentioned this pull request Jul 29, 2022
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@rofinn rofinn rofinn approved these changes

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Let var, std, cor take a CovarianceEstimator
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@tpgillam @nalimilan @rofinn