When reviewing https://github.com/JuliaStats/StatsBase.jl/pull/923, I noticed that StatsBase uses a custom _cov function internally to improve performance of cov calls in pairwise invocations when both arguments of cov are identical. My feeling is that it would be better if such optimizations would be performed by Statistics.cov automatically.
When reviewing https://github.com/JuliaStats/StatsBase.jl/pull/923, I noticed that StatsBase uses a custom
_cov
function internally to improve performance ofcov
calls inpairwise
invocations when both arguments ofcov
are identical. My feeling is that it would be better if such optimizations would be performed byStatistics.cov
automatically.