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ashvardanian / SimSIMD

Up to 200x Faster Inner Products and Vector Similarity — for Python, JavaScript, Rust, C, and Swift, supporting f64, f32, f16 real & complex, i8, and binary vectors using SIMD for both x86 AVX2 & AVX-512 and Arm NEON & SVE 📐
https://ashvardanian.com/posts/simsimd-faster-scipy/
Apache License 2.0
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Add covariance estimators #90

Open ashvardanian opened 4 months ago

ashvardanian commented 4 months ago

Covariance isn't a distance function, as it can be negative. It however, is often used for similarity search over time-series and should be implemented in SimSIMD.

amirzia commented 1 month ago

I would like to take this task!

ashvardanian commented 1 month ago

Thanks, @amirzia! I think include/simsimd/probability.h is a good place for those 🤗