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Throw an error when passing empty input to cov #93

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Oct 26, 2021
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Throw an error when passing empty input to cov #93

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6 changes: 5 additions & 1 deletion src/Statistics.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -519,7 +519,11 @@ unscaled_covzm(x::AbstractVector{<:Number}) = sum(abs2, x)
unscaled_covzm(x::AbstractVector) = sum(t -> t*t', x)
unscaled_covzm(x::AbstractMatrix, vardim::Int) = (vardim == 1 ? _conj(x'x) : x * x')

unscaled_covzm(x::AbstractVector, y::AbstractVector) = dot(y, x)
function unscaled_covzm(x::AbstractVector, y::AbstractVector)
(isempty(x) || isempty(y)) &&
throw(ArgumentError("covariance only defined for non-empty vectors"))
return dot(y, x)
end
unscaled_covzm(x::AbstractVector, y::AbstractMatrix, vardim::Int) =
(vardim == 1 ? *(transpose(x), _conj(y)) : *(transpose(x), transpose(_conj(y))))
unscaled_covzm(x::AbstractMatrix, y::AbstractVector, vardim::Int) =
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28 changes: 28 additions & 0 deletions test/runtests.jl
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Expand Up @@ -899,3 +899,31 @@ end
@test isfinite.(cov_sparse) == isfinite.(cov_dense)
end
end

@testset "var, std, cov and cor on empty inputs" begin
@test isnan(var(Int[]))
@test isnan(std(Int[]))
@test isequal(cov(Int[]), -0.0)
@test isequal(cor(Int[]), 1.0)

@test_throws ArgumentError cov(Int[], Int[])
@test_throws ArgumentError cor(Int[], Int[])

mx = Matrix{Int}(undef, 0, 2)
my = Matrix{Int}(undef, 0, 3)

@test isequal(var(mx, dims=1), fill(NaN, 1, 2))
@test isequal(std(mx, dims=1), fill(NaN, 1, 2))
@test isequal(var(mx, dims=2), fill(NaN, 0, 1))
@test isequal(std(mx, dims=2), fill(NaN, 0, 1))

@test isequal(cov(mx, my), fill(-0.0, 2, 3))
@test isequal(cor(mx, my), fill(NaN, 2, 3))
@test isequal(cov(my, mx, dims=1), fill(-0.0, 3, 2))
@test isequal(cor(my, mx, dims=1), fill(NaN, 3, 2))

@test isequal(cov(mx, Int[]), fill(-0.0, 2, 1))
@test isequal(cor(mx, Int[]), fill(NaN, 2, 1))
@test isequal(cov(Int[], my), fill(-0.0, 1, 3))
@test isequal(cor(Int[], my), fill(NaN, 1, 3))
end