ENH: Rolling Correlation Perf Enhancement#552
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aa452948257 wants to merge 6 commits intoxorbitsai:mainfrom
Open
ENH: Rolling Correlation Perf Enhancement#552aa452948257 wants to merge 6 commits intoxorbitsai:mainfrom
aa452948257 wants to merge 6 commits intoxorbitsai:mainfrom
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Codecov Report
@@ Coverage Diff @@
## main #552 +/- ##
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- Coverage 86.54% 74.83% -11.72%
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Files 1008 1009 +1
Lines 77917 78115 +198
Branches 16170 16216 +46
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- Hits 67437 58457 -8980
- Misses 8976 17601 +8625
- Partials 1504 2057 +553
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What do these changes do?
The purpose of this modification is to address the slow computation speed of
RollingCorrelationwhen the number of columns is large. It involves parallelizing the computation by dividing it into column-wise partitions.Related issue number
#316
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