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First threaded version to be considered for StatsBase

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@PGS62 PGS62 released this 16 Feb 15:45
· 271 commits to main since this release

Release to allow for code review prior to making a PR to replace StatsBase's corkendall with the version from this package.

Advantages:

  1. Speed. As described in the README file, this version of corkendall is faster than that in StatsBase by a factor close to the number of cores available. There is a speed up only when at least one of x and y is a matrix - threading is not (easily) possible in the vector-vector case.
  2. The function has a new keyword argument skipmissing, with allowed values :none, :pairwise and :listwise

Drawback:

  1. The function does not make use of StatsBase's pairwise function to implement the handling of missing values.