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Implement one-argument cov2cor! #168

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Oct 21, 2024
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Implement one-argument cov2cor! #168

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4 changes: 2 additions & 2 deletions src/Statistics.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -639,7 +639,7 @@ clampcor(x) = x

# cov2cor!

function cov2cor!(C::AbstractMatrix{T}, xsd::AbstractArray) where T
function cov2cor!(C::AbstractMatrix{T}, xsd::AbstractArray=sqrt.(view(C, diagind(C)))) where T
require_one_based_indexing(C, xsd)
nx = length(xsd)
size(C) == (nx, nx) || throw(DimensionMismatch("inconsistent dimensions"))
Expand Down Expand Up @@ -695,7 +695,7 @@ corzm(x::AbstractVector{T}) where {T} =
T === Missing ? missing : one(float(nonmissingtype(T)))
function corzm(x::AbstractMatrix, vardim::Int=1)
c = unscaled_covzm(x, vardim)
return cov2cor!(c, collect(sqrt(c[i,i]) for i in 1:min(size(c)...)))
return cov2cor!(c)
end
corzm(x::AbstractVector, y::AbstractMatrix, vardim::Int=1) =
cov2cor!(unscaled_covzm(x, y, vardim), sqrt(sum(abs2, x)), sqrt!(sum(abs2, y, dims=vardim)))
Expand Down
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