Fix cov and cor in the presence of missing values
#94
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`dot` currently throws when the input contains `missing`, which is breaking as they were previously accepted. Use `adjoint(y) * x` instead of `dot(y, x)`, as the former falls back to the latter for arrays of `Number`s but to `sum(uu*vv for (uu, vv) in zip(u, v))` for other types.
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@@ Coverage Diff @@
## master #94 +/- ##
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Coverage 96.91% 96.91%
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Files 1 1
Lines 422 422
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Hits 409 409
Misses 13 13
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bkamins
reviewed
Oct 27, 2021
| @@ -522,7 +522,7 @@ unscaled_covzm(x::AbstractMatrix, vardim::Int) = (vardim == 1 ? _conj(x'x) : x * | |||
| function unscaled_covzm(x::AbstractVector, y::AbstractVector) | |||
| (isempty(x) || isempty(y)) && | |||
| throw(ArgumentError("covariance only defined for non-empty vectors")) | |||
| return dot(y, x) | |||
| return *(adjoint(y), x) | |||
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why use this unnatural style of calling *?
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Because it's used below. I've no idea why it was written like this...
bkamins
approved these changes
Oct 27, 2021
ararslan
approved these changes
Oct 27, 2021
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dotcurrently (since https://github.com/JuliaLang/Statistics.jl/pull/85) throws when the input containsmissing, which is breaking as they were previously accepted.Use
adjoint(y) * xinstead ofdot(y, x), as the former falls back to the latter for arrays ofNumbers but tosum(uu*vv for (uu, vv) in zip(u, v))for other types.