Throw an error when passing empty input to cov
#93
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https://github.com/JuliaLang/Statistics.jl/pull/85 unintentionnally changed the behavior of
cov
, which now allows passing two empty vectors instead of throwing an error. This is inconsistent withcor
. If we wanted to return a value,NaN
would be more appropriate and consistent withvar
, but for now make this an error again.Also add tests to cover all empty inputs for similar functions. Unfortunately it turns out we are quite inconsistent already, as
cor
andcov
allow empty matrices already, butcov
returns-0.0
whilecor
,std
andvar
returnNaN
.This change should be backported to Julia 1.7 before it is released to avoid breaking code if we do it later.