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Improve perf of xr.corr #6638

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Improve perf of xr.corr #6638

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max-sixty
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I think this should improve the performance of xr.corr & xr.cov, but I'm not sure about dask arrays. I haven't been able to do tests on them, but I can do that soon unless anyone has an a priori view.

@max-sixty max-sixty added the run-benchmark Run the ASV benchmark workflow label May 26, 2022
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Because we want an all-NaN slice to return NaN for corr, this doesn't work — we would need to add another transformation to mask out those slices after, when then requires another pass.

If there were a numba implementation of corr or cov, that would be far more performant than these, which are doing multiple passes & copies of each array, as well as blowing out any single-dimensions with the align.

I'll close this. If anyone has alternative ideas, please feel free to raise.

@max-sixty max-sixty closed this May 26, 2022
max-sixty added a commit to max-sixty/xarray that referenced this pull request May 27, 2022
max-sixty added a commit that referenced this pull request May 27, 2022
dcherian added a commit to dcherian/xarray that referenced this pull request Jun 12, 2022
* main: (95 commits)
  Use `zarr` to validate attrs when writing to zarr (pydata#6636)
  Add pre-commit hook to check CITATION.cff (pydata#6658)
  Fix kwargs used for extrapolation in docs (pydata#6639)
  Fix notebooks' HTML links (pydata#6655)
  Doc index update (pydata#6530)
  CFTime support for polyval (pydata#6624)
  Support dask arrays in datetime_to_numeric (pydata#6556)
  [pre-commit.ci] pre-commit autoupdate (pydata#6654)
  0-padded month. (pydata#6653)
  [test-upstream] import `cleanup` fixture from `distributed` (pydata#6650)
  Allow all interp methods in typing (pydata#6647)
  Typing support for custom backends (pydata#6651)
  Improved DataArray typing (pydata#6637)
  Adjust code comments & types from pydata#6638 (pydata#6642)
  Typing of `str` and `dt` accessors (pydata#6641)
  Feature/to dict encoding (pydata#6635)
  fix {full,zeros,ones}_like overloads (pydata#6630)
  Mypy badge (pydata#6626)
  concatenate docs style (pydata#6621)
  Typing for open_dataset/array/mfdataset and to_netcdf/zarr (pydata#6612)
  ...
@max-sixty max-sixty deleted the corr branch September 28, 2023 16:47
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