ENH: expose correction and weights parameters in cov#690
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bruAristimunha wants to merge 1 commit intodata-apis:mainfrom
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ENH: expose correction and weights parameters in cov#690bruAristimunha wants to merge 1 commit intodata-apis:mainfrom
bruAristimunha wants to merge 1 commit intodata-apis:mainfrom
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Resolves data-apis#688. Adds `axis`, `correction`, `frequency_weights`, and `weights` to `cov`, giving users control over the degrees-of-freedom correction and the observation-axis / weighted variants that `numpy.cov` and `torch.cov` already support. Naming follows array-api conventions (`axis`, `correction`) rather than numpy's (`rowvar`, `bias`, `ddof`); the docstring includes a one-to-one mapping. The delegation moves observations to the last axis via `xp.moveaxis`, collapsing `rowvar` out of the backend dispatch — only `ddof` vs `correction` differs between branches. Dask's native `cov` forces `.compute()` on a lazy scalar when any weights are given, so weighted dask inputs fall through to the generic implementation, which is fully lazy.
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Resolves #688.
Summary
axis,correction,frequency_weights, andweightsparameters toxpx.cov, unlocking the degrees-of-freedom and weighted variants thatnumpy.covandtorch.covalready support.axis,correction) used elsewhere in this library rather than numpy's (rowvar,bias,ddof). The docstring includes a one-to-one mapping for users migrating fromnumpy.cov.Design
The delegation moves observations to the last axis via
xp.moveaxis, which collapsesrowvarout of backend dispatch entirely — onlyddof(numpy/cupy/dask/jax) vscorrection(torch) differs between branches.Fallbacks to the generic implementation (
_funcs.cov):m.ndim > 2(batched input, not supported by any native).correction(rejected bynumpy.cov'sddof).dask.array.covforces.compute()on a lazy 0-D scalar via its internalif fact <= 0check. The generic path stays fully lazy because its weighted branch doesn't comparefactto zero (noted in docstring).Weighted formula in
_funcs.covmatches numpy's (algebraically):c = (m_c · w) @ m_c.T / (v1 - correction · v2 / v1).Tests
New
TestCovcases validate againstnp.covas reference:test_correction(integer ddof)test_correction_float(generic-path-only, hand-computed reference)test_axis/test_axis_with_weights/test_axis_out_of_boundstest_frequency_weights/test_weights/test_both_weightstest_batch_with_weightsTest plan
pytest tests/test_funcs.py::TestCov— 126 passed across numpy, torch, jax, dask, array-api-strictpytest tests/test_funcs.pyfull — 4263 passed, 0 failedlefthook run pre-commit— ruff, numpydoc, mypy, pyright, typos all greenlazy_xp_function(cov)asserts 0.compute()calls, holds for weighted path via the fallback