feat: add Series.cov method
#368
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chelsea-lin
approved these changes
Feb 6, 2024
| left_numeric = cast(ibis_types.NumericColumn, left) | ||
| right_numeric = cast(ibis_types.NumericColumn, right) | ||
| bq_cov = _apply_window_if_present( | ||
| left_numeric.cov(right_numeric, how="sample"), window |
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what's how='sample' meaning here? Do we calculate the cov based on a sample series?
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Sample variance often means it is population_variance * N / N-1. This provides an unbiased estimator of variance https://mathworld.wolfram.com/SampleVariance.html.
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Fixes #<issue_number_goes_here> 🦕