I modified math.fast_cov and mast.fast_corr to drastically reduce the amount of memory they use. On a related note, I also added a destination parameter to indicate an array where results should be stored, allowing results to be written directly to a memmap file.
I modified math.fast_cov and mast.fast_corr to drastically reduce the amount of memory they use. On a related note, I also added a
destination
parameter to indicate an array where results should be stored, allowing results to be written directly to a memmap file.