I noticed that cov sometimes handles missing values and sometimes does not.
julia> cov(rand([1.0, missing], 3))
missing
julia> cov(rand([1.0, missing], 3, 3))
ERROR: MethodError: no method matching copy(::Missing)
Closest candidates are:
copy(::Pkg.Resolve.Graph) at /Users/julia/buildbot/worker/package_macos64/build/usr/share/julia/stdlib/v1.5/Pkg/src/Resolve/graphtype.jl:367
copy(::LinearAlgebra.Transpose{Bool,BitArray{2}}) at /Users/julia/buildbot/worker/package_macos64/build/usr/share/julia/stdlib/v1.5/LinearAlgebra/src/bitarray.jl:226
copy(::Expr) at expr.jl:35
...
Stacktrace:
[1] matmul3x3!(::Array{Missing,2}, ::Char, ::Char, ::Array{Missing,2}, ::Array{Missing,2}, ::LinearAlgebra.MulAddMul{true,true,Bool,Bool}) at /Users/julia/buildbot/worker/package_macos64/build/usr/share/julia/stdlib/v1.5/LinearAlgebra/src/matmul.jl:971
[2] generic_matmatmul!(::Array{Missing,2}, ::Char, ::Char, ::Array{Missing,2}, ::Array{Missing,2}, ::LinearAlgebra.MulAddMul{true,true,Bool,Bool}) at /Users/julia/buildbot/worker/package_macos64/build/usr/share/julia/stdlib/v1.5/LinearAlgebra/src/matmul.jl:726
[3] mul! at /Users/julia/buildbot/worker/package_macos64/build/usr/share/julia/stdlib/v1.5/LinearAlgebra/src/matmul.jl:391 [inlined]
[4] mul! at /Users/julia/buildbot/worker/package_macos64/build/usr/share/julia/stdlib/v1.5/LinearAlgebra/src/matmul.jl:208 [inlined]
[5] * at /Users/julia/buildbot/worker/package_macos64/build/usr/share/julia/stdlib/v1.5/LinearAlgebra/src/matmul.jl:153 [inlined]
[6] unscaled_covzm(::Array{Missing,2}, ::Int64) at /Users/julia/buildbot/worker/package_macos64/build/usr/share/julia/stdlib/v1.5/Statistics/src/Statistics.jl:508
[7] covzm(::Array{Missing,2}, ::Int64; corrected::Bool) at /Users/julia/buildbot/worker/package_macos64/build/usr/share/julia/stdlib/v1.5/Statistics/src/Statistics.jl:522
[8] covm(::Array{Union{Missing, Float64},2}, ::Array{Union{Missing, Float64},2}, ::Int64; corrected::Bool) at /Users/julia/buildbot/worker/package_macos64/build/usr/share/julia/stdlib/v1.5/Statistics/src/Statistics.jl:545
[9] cov(::Array{Union{Missing, Float64},2}; dims::Int64, corrected::Bool) at /Users/julia/buildbot/worker/package_macos64/build/usr/share/julia/stdlib/v1.5/Statistics/src/Statistics.jl:568
[10] cov(::Array{Union{Missing, Float64},2}) at /Users/julia/buildbot/worker/package_macos64/build/usr/share/julia/stdlib/v1.5/Statistics/src/Statistics.jl:568
[11] top-level scope at REPL[7]:1
julia> cov(rand(3, 3))
3×3 Array{Float64,2}:
0.0915287 -0.00275245 0.0168019
-0.00275245 0.00455733 0.00010187
0.0168019 0.00010187 0.00316671This is with Julia v1.5.3:
julia> versioninfo()
Julia Version 1.5.3
Commit 788b2c77c1 (2020-11-09 13:37 UTC)
Platform Info:
OS: macOS (x86_64-apple-darwin18.7.0)
CPU: Intel(R) Core(TM) i9-9980HK CPU @ 2.40GHz
WORD_SIZE: 64
LIBM: libopenlibm
LLVM: libLLVM-9.0.1 (ORCJIT, skylake)
I noticed that
covsometimes handlesmissingvalues and sometimes does not.This is with Julia v1.5.3: