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Update README.md
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PGS62 authored Apr 7, 2024
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Expand Up @@ -14,7 +14,7 @@ equivalent function in StatsBase.
The improved performance of `pairwise` results from using multiple threads and reduced allocations (especially for `skipmissing = :pairwise`).
`corkendall` and `corspearman` wrap `pairwise`, and benefit from specialised methods of the private function `_pairwise!` for efficiency.

I plan to raise a PR to replace the
I have raised PR [923](https://github.com/JuliaStats/StatsBase.jl/pull/923) to replace the
StatsBase versions with the versions from this package, as a follow-on from issue
[634](https://github.com/JuliaStats/StatsBase.jl/issues/634), commit [647](https://github.com/JuliaStats/StatsBase.jl/commit/11ac5b596405367b3217d3d962e22523fef9bb0d)
(which improved `corkendall`'s performance by a factor of about seven).
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<img width="800" alt="image" src="plots/KendallTau vs StatsBase corspearman speed on 12 core 20 thread 21 March 2024.svg">

Philip Swannell
21 March 2024
21 March 2024

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