fix: rename corrMatrix/covMatrix to corrFrame/covFrame to avoid Deedle.Math overload collision

github-actions[bot] · Copilot · github-actions[bot] · commit 1ba306540889 · 2026-03-21T02:40:50.000Z
Stats.corrMatrix and Stats.covMatrix in Deedle.Math return Matrix&lt;float&gt;
(via MathNet.Numerics). The newly added functions in Deedle core with the
same names return Frame&lt;'C,'C&gt;, causing F# overload ambiguity that broke
PCA.fs, Finance.fs and Stats.fs in Deedle.Math.

Rename the core functions to corrFrame / covFrame, which:
- Eliminates the name collision with Deedle.Math's Matrix-returning variants
- Better conveys the return type (a Frame, not a Matrix)
- Follows the existing Deedle.Math convention where 'corr'/'cov' (no suffix)
  return a Frame and 'corrMatrix'/'covMatrix' return a Matrix

Co-authored-by: Copilot &lt;223556219+Copilot@users.noreply.github.com&gt;
diff --git a/src/Deedle/Stats.fs b/src/Deedle/Stats.fs
@@ -1110,7 +1110,7 @@ type Stats =
   /// </summary>
   /// <param name="frame">The input frame</param>
   /// <category>Frame statistics</category>
-  static member corrMatrix (frame:Frame<'R, 'C>) =
+  static member corrFrame (frame:Frame<'R, 'C>) =
     let cols = frame.GetColumns<float>() |> Series.observations |> Seq.toArray
     cols
     |> Array.map (fun (c2, s2) ->
@@ -1129,7 +1129,7 @@ type Stats =
   /// </summary>
   /// <param name="frame">The input frame</param>
   /// <category>Frame statistics</category>
-  static member covMatrix (frame:Frame<'R, 'C>) =
+  static member covFrame (frame:Frame<'R, 'C>) =
     let cols = frame.GetColumns<float>() |> Series.observations |> Seq.toArray
     cols
     |> Array.map (fun (c2, s2) ->
diff --git a/tests/Deedle.Tests/Stats.fs b/tests/Deedle.Tests/Stats.fs
@@ -708,43 +708,43 @@ let ``Stats.corr returns NaN for fewer than 2 pairs`` () =
 // ------------------------------------------------------------------------------------------------
 
 [<Test>]
-let ``Stats.corrMatrix diagonal entries are 1.0`` () =
+let ``Stats.corrFrame diagonal entries are 1.0`` () =
   let f = frame [ "A" => series [1=>1.0; 2=>2.0; 3=>3.0]
                   "B" => series [1=>3.0; 2=>1.0; 3=>2.0] ]
-  let m = Stats.corrMatrix f
+  let m = Stats.corrFrame f
   m.GetColumn<float>("A").Get("A") |> should beWithin (1.0 +/- 1e-9)
   m.GetColumn<float>("B").Get("B") |> should beWithin (1.0 +/- 1e-9)
 
 [<Test>]
-let ``Stats.corrMatrix is symmetric`` () =
+let ``Stats.corrFrame is symmetric`` () =
   let f = frame [ "A" => series [1=>1.0; 2=>2.0; 3=>3.0]
                   "B" => series [1=>3.0; 2=>1.0; 3=>2.0] ]
-  let m = Stats.corrMatrix f
+  let m = Stats.corrFrame f
   let ab = m.GetColumn<float>("A").Get("B")
   let ba = m.GetColumn<float>("B").Get("A")
   ab |> should beWithin (ba +/- 1e-9)
 
 [<Test>]
-let ``Stats.corrMatrix perfectly correlated columns give 1.0`` () =
+let ``Stats.corrFrame perfectly correlated columns give 1.0`` () =
   let f = frame [ "A" => series [1=>1.0; 2=>2.0; 3=>3.0; 4=>4.0]
                   "B" => series [1=>2.0; 2=>4.0; 3=>6.0; 4=>8.0] ]
-  let m = Stats.corrMatrix f
+  let m = Stats.corrFrame f
   m.GetColumn<float>("A").Get("B") |> should beWithin (1.0 +/- 1e-9)
 
 [<Test>]
-let ``Stats.covMatrix diagonal entries equal variance`` () =
+let ``Stats.covFrame diagonal entries equal variance`` () =
   let f = frame [ "A" => series [1=>1.0; 2=>2.0; 3=>3.0; 4=>4.0]
                   "B" => series [1=>2.0; 2=>4.0; 3=>6.0; 4=>8.0] ]
-  let m = Stats.covMatrix f
+  let m = Stats.covFrame f
   // Diagonal entry (A,A) = Var(A) = sample variance of [1,2,3,4]
   let expected = Stats.variance (Series.ofValues [1.0;2.0;3.0;4.0])
   m.GetColumn<float>("A").Get("A") |> should beWithin (expected +/- 1e-9)
 
 [<Test>]
-let ``Stats.covMatrix is symmetric`` () =
+let ``Stats.covFrame is symmetric`` () =
   let f = frame [ "A" => series [1=>1.0; 2=>2.0; 3=>3.0]
                   "B" => series [1=>3.0; 2=>1.0; 3=>2.0] ]
-  let m = Stats.covMatrix f
+  let m = Stats.covFrame f
   let ab = m.GetColumn<float>("A").Get("B")
   let ba = m.GetColumn<float>("B").Get("A")
   ab |> should beWithin (ba +/- 1e-9)
