fix #13309: return correct real value from var, varm, etc of complex arrays #13348
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… complex arrays
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LGTM. There shouldn't be any problems in backporting this, right? |
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No, please backport. |
stevengj
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Sep 29, 2015
fix #13309: return correct real value from var, varm, etc of complex arrays
stevengj
added a commit
that referenced
this pull request
Sep 29, 2015
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This fixes issue #13309:
var(iterable)andvarm(iterable, mean)were giving the wrong values for complex arraysvar(z)andvarm(z,mean),cov(z)etc. were giving the correct values, but were suboptimal because they often returned a complex result even though the variance is (by definition) purely realvarmwas type unstable (sometimes returning real, sometimes returning complex results, depending on the length of the complex array)cor(z)was going to a lot of effort just to return 1. Also, there seems no point in returning a complex or floating-point 1 whenone(real(T))will do for an array ofT.