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ashvardanian / SimSIMD

Up to 200x Faster Dot Products & Similarity Metrics — for Python, Rust, C, JS, and Swift, supporting f64, f32, f16 real & complex, i8, and bit vectors using SIMD for both AVX2, AVX-512, NEON, SVE, & SVE2 📐
https://ashvardanian.com/posts/simsimd-faster-scipy/
Apache License 2.0
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Add covariance estimators #90

Open ashvardanian opened 9 months ago

ashvardanian commented 9 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 5 months ago

I would like to take this task!

ashvardanian commented 5 months ago

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