Make var and std work for Vector{Vector{T}}

base/statistics.jl

@@ -119,10 +119,10 @@ function var(iterable; corrected::Bool=true, mean=nothing)
     end
 end
 
-centralizedabs2fun(m::Number) = x -> abs2(x - m)
-centralize_sumabs2(A::AbstractArray, m::Number) =
+centralizedabs2fun(m) = x -> abs2.(x - m)
+centralize_sumabs2(A::AbstractArray, m) =
     mapreduce(centralizedabs2fun(m), +, A)
-centralize_sumabs2(A::AbstractArray, m::Number, ifirst::Int, ilast::Int) =
+centralize_sumabs2(A::AbstractArray, m, ifirst::Int, ilast::Int) =
     mapreduce_impl(centralizedabs2fun(m), +, A, ifirst, ilast)
 
 function centralize_sumabs2!(R::AbstractArray{S}, A::AbstractArray, means::AbstractArray) where S
@@ -164,7 +164,7 @@ function centralize_sumabs2!(R::AbstractArray{S}, A::AbstractArray, means::Abstr
     return R
 end
 
-function varm(A::AbstractArray{T}, m::Number; corrected::Bool=true) where T
+function varm(A::AbstractArray{T}, m; corrected::Bool=true) where T
     n = _length(A)
     n == 0 && return typeof((abs2(zero(T)) + abs2(zero(T)))/2)(NaN)
     return centralize_sumabs2(A, m) / (n - Int(corrected))
@@ -219,12 +219,12 @@ The mean `mean` over the region may be provided.
 var(A::AbstractArray, region; corrected::Bool=true, mean=nothing) =
     varm(A, mean === nothing ? Base.mean(A, region) : mean, region; corrected=corrected)
 
-varm(iterable, m::Number; corrected::Bool=true) =
+varm(iterable, m; corrected::Bool=true) =
     var(iterable, corrected=corrected, mean=m)
 
 ## variances over ranges
 
-function varm(v::AbstractRange, m::Number)
+function varm(v::AbstractRange, m)
     f  = first(v) - m
     s  = step(v)
     l  = length(v)
@@ -255,11 +255,11 @@ function sqrt!(A::AbstractArray)
     A
 end
 
-stdm(A::AbstractArray, m::Number; corrected::Bool=true) =
-    sqrt(varm(A, m; corrected=corrected))
+stdm(A::AbstractArray, m; corrected::Bool=true) =
+    sqrt.(varm(A, m; corrected=corrected))
 
 std(A::AbstractArray; corrected::Bool=true, mean=nothing) =
-    sqrt(var(A; corrected=corrected, mean=mean))
+    sqrt.(var(A; corrected=corrected, mean=mean))
 
 """
     std(v[, region]; corrected::Bool=true, mean=nothing)
@@ -284,7 +284,7 @@ std(iterable; corrected::Bool=true, mean=nothing) =
     sqrt(var(iterable, corrected=corrected, mean=mean))
 
 """
-    stdm(v, m::Number; corrected::Bool=true)
+    stdm(v, m; corrected::Bool=true)
 
 Compute the sample standard deviation of a vector `v`
 with known mean `m`. If `corrected` is `true`,
@@ -296,7 +296,7 @@ scaled with `n` if `corrected` is `false` where `n = length(x)`.
     applications requiring the handling of missing data, the
     `DataArrays.jl` package is recommended.
 """
-stdm(iterable, m::Number; corrected::Bool=true) =
+stdm(iterable, m; corrected::Bool=true) =
     std(iterable, corrected=corrected, mean=m)
 
 
@@ -321,7 +321,8 @@ _vmean(x::AbstractMatrix, vardim::Int) = mean(x, vardim)
 
 # core functions
 
-unscaled_covzm(x::AbstractVector) = sum(abs2, x)
+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)
@@ -349,13 +350,14 @@ function covzm(x::AbstractVecOrMat, y::AbstractVecOrMat, vardim::Int=1; correcte
 end
 
 # covm (with provided mean)
-
+## Use map(t -> t - xmean, x) instead of x .- xmean to allow for Vector{Vector}
+## which can't be handled by broadcast
 covm(x::AbstractVector, xmean; corrected::Bool=true) =
-    covzm(x .- xmean; corrected=corrected)
+    covzm(map(t -> t - xmean, x); corrected=corrected)
 covm(x::AbstractMatrix, xmean, vardim::Int=1; corrected::Bool=true) =
     covzm(x .- xmean, vardim; corrected=corrected)
 covm(x::AbstractVector, xmean, y::AbstractVector, ymean; corrected::Bool=true) =
-    covzm(x .- xmean, y .- ymean; corrected=corrected)
+    covzm(map(t -> t - xmean, x), map(t -> t - ymean, y); corrected=corrected)
 covm(x::AbstractVecOrMat, xmean, y::AbstractVecOrMat, ymean, vardim::Int=1; corrected::Bool=true) =
     covzm(x .- xmean, y .- ymean, vardim; corrected=corrected)
 
@@ -425,7 +427,7 @@ function cov2cor!(C::AbstractMatrix{T}, xsd::AbstractArray) where T
     end
     return C
 end
-function cov2cor!(C::AbstractMatrix, xsd::Number, ysd::AbstractArray)
+function cov2cor!(C::AbstractMatrix, xsd, ysd::AbstractArray)
     nx, ny = size(C)
     length(ysd) == ny || throw(DimensionMismatch("inconsistent dimensions"))
     for (j, y) in enumerate(ysd)   # fixme (iter): here and in all `cov2cor!` we assume that `C` is efficiently indexed by integers
@@ -435,7 +437,7 @@ function cov2cor!(C::AbstractMatrix, xsd::Number, ysd::AbstractArray)
     end
     return C
 end
-function cov2cor!(C::AbstractMatrix, xsd::AbstractArray, ysd::Number)
+function cov2cor!(C::AbstractMatrix, xsd::AbstractArray, ysd)
     nx, ny = size(C)
     length(xsd) == nx || throw(DimensionMismatch("inconsistent dimensions"))
     for j in 1:ny
@@ -475,7 +477,7 @@ corzm(x::AbstractMatrix, y::AbstractMatrix, vardim::Int=1) =
 
 corm(x::AbstractVector{T}, xmean) where {T} = one(real(T))
 corm(x::AbstractMatrix, xmean, vardim::Int=1) = corzm(x .- xmean, vardim)
-function corm(x::AbstractVector, mx::Number, y::AbstractVector, my::Number)
+function corm(x::AbstractVector, mx, y::AbstractVector, my)
     n = length(x)
     length(y) == n || throw(DimensionMismatch("inconsistent lengths"))
     n > 0 || throw(ArgumentError("correlation only defined for non-empty vectors"))

test/statistics.jl

@@ -454,3 +454,10 @@ end
     @test isequal(mean(a01, 1)     , fill(NaN, 1, 1))
     @test isequal(mean(a10, 2)     , fill(NaN, 1, 1))
 end
+
+@testset "cov/var/std of Vector{Vector}" begin
+    x = [[2,4,6],[4,6,8]]
+    @test var(x) ≈ vec(var([x[1] x[2]], 2))
+    @test std(x) ≈ vec(std([x[1] x[2]], 2))
+    @test cov(x) ≈ cov([x[1] x[2]], 2)
+end