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statistics.correlation() is inaccurate for tiny inputs #161259
Originally discovered by @Broyojo, statistics.correlation() returns a wrong result when the sums of squared deviations are tiny, even though correlation is scale-invariant:
The expected result is 1.0. Normalizing both inputs by max(abs(...)) first gives 1.0.
P.S. The same problem applies to any nonzero product that is subnormal.
Activity
pythongh-161259: Fix statistics._sqrtprod() for subnormal products
pythongh-161259: Fix statistics._sqrtprod() for subnormal products
pythongh-161259: Fix statistics._sqrtprod() for subnormal products
pythongh-161259: Fix statistics._sqrtprod() for subnormal products