julia
ae171987 - Faster Sparse Covariance Matrix (#22735)

Commit
8 years ago
Faster Sparse Covariance Matrix (#22735) * optimize sparse covariance matrix * test for optimized sparse covariance matrix * make spcov a function for the base method cov * fix unit test * use inbounds on for loop * better comments and even faster implementation * test for NaN and Inf * robust testing for NaN, Inf * NaN and Inf testing * fix corrected keyword * documentation about Inf * style * less allocations * parens to prevent overflow * simplify comments
Author
Committer
Parents
Loading