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Implements Stats.cov (sample covariance) and Stats.corr (Pearson correlation coefficient) for pairs of Series, completing the long-standing TODO in Stats.fs. Both functions: - Align the two input series by key using an inner join - Skip keys where either series has a missing value - Return NaN when fewer than 2 aligned pairs are available - Follow the same style and XML-doc conventions as existing Stats members Stats.corr additionally returns NaN when either series has zero variance (constant series), avoiding division by zero. Also adds 7 unit tests covering: correct values, NaN edge cases, key alignment, perfect correlation, anti-correlation, and zero-variance detection. Co-authored-by: Copilot <[email protected]>
9 tasks
dsyme
approved these changes
Mar 14, 2026
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🤖 Repo Assist — automated AI improvement (Task 5: Coding Improvements).
Summary
Implements
Stats.cov(sample covariance) andStats.corr(Pearson correlation coefficient) for pairs ofSeries, completing the long-standing TODO at the top ofStats.fs:// TODO: still to do, possibly: median, percentile, corr, covmedian,percentile, anddescribewere added in previous PRs; this PR adds the remaining two.API
Both functions:
ZipInner)NaNwhen fewer than 2 aligned pairs existStats.corradditionally returnsNaNwhen either series has zero variance (constant series)Example