Avoid that cor(x,x) != 1... #17464
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Avoid that cor(x,x) != 1... #17464
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avoid that cor(x,y) > 1. Make sure that the loop vectorizes Convert corzm into corm to avoid allocation of tempraries.
| @@ -368,25 +368,6 @@ function corzm(x::AbstractMatrix, vardim::Int=1) | |||
| c = unscaled_covzm(x, vardim) | |||
| return cov2cor!(c, sqrt!(diag(c))) | |||
| end | |||
| function corzm(x::AbstractVector, y::AbstractVector) | |||
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are packages calling this method? may be safer to deprecate
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I don't think so. I checked and I've only seen @simonster using it for WIP. It's not exported so deprecating it also a little bit messy.
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@tkelman Can this fix be merged? |
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if it's non-breaking and has been reviewed by someone like @simonbyrne or equivalent, I guess |
StefanKarpinski
added
the
bug
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Yeah, this strikes me as a bug fix, so eligible for 0.5 before or after RC. |
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LGTM. |
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...by trading a
sqrtfor two/and useclampto avoid thatcor(x,y) > 1.Make sure that the loop vectorizes
Convert
corzmintocormto avoid allocation of tempraries.Fixes #17420