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Improve numerical stability of cov #85

Merged
merged 2 commits into from
Sep 13, 2021
Merged

Improve numerical stability of cov #85

merged 2 commits into from
Sep 13, 2021

Commits on Sep 7, 2021

  1. Improve numerical stability of cov 

    `cov(::AbstractVector, ::AbstractVector)` was less stable than other `cov`
methods and than `var` on arrays as it called `sum` on a generator, which
does not use pairwise summation. Use a `Broadcasted` object instead
to benefit from pairwise summation.
    @nalimilan
    nalimilan committed Sep 7, 2021
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Commits on Sep 13, 2021

  1. Use dot

    @nalimilan
    nalimilan committed Sep 13, 2021
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