Expose ddof on covariance

lib/explorer/backend/lazy_series.ex

@@ -110,7 +110,7 @@ defmodule Explorer.Backend.LazySeries do
     nil_count: 1,
     skew: 2,
     correlation: 3,
-    covariance: 2,
+    covariance: 3,
     # Strings
     contains: 2,
     replace: 3,
@@ -504,8 +504,8 @@ defmodule Explorer.Backend.LazySeries do
   end
 
   @impl true
-  def covariance(%Series{} = left, %Series{} = right) do
-    args = [series_or_lazy_series!(left), series_or_lazy_series!(right)]
+  def covariance(%Series{} = left, %Series{} = right, ddof \\ 1) do
+    args = [series_or_lazy_series!(left), series_or_lazy_series!(right), ddof]
     data = new(:covariance, args, {:f, 64}, true)
 
     Backend.Series.new(data, {:f, 64})

lib/explorer/backend/series.ex

@@ -91,7 +91,7 @@ defmodule Explorer.Backend.Series do
   @callback skew(s, bias? :: boolean()) :: float() | non_finite() | lazy_s() | nil
   @callback correlation(s, s, ddof :: non_neg_integer()) ::
               float() | non_finite() | lazy_s() | nil
-  @callback covariance(s, s) :: float() | non_finite() | lazy_s() | nil
+  @callback covariance(s, s, ddof :: non_neg_integer()) :: float() | non_finite() | lazy_s() | nil
 
   # Cumulative
 

lib/explorer/polars_backend/expression.ex

@@ -75,8 +75,7 @@ defmodule Explorer.PolarsBackend.Expression do
     sum: 1,
     unordered_distinct: 1,
     variance: 2,
-    skew: 2,
-    covariance: 2
+    skew: 2
   ]
 
   @first_only_expressions [
@@ -154,7 +153,8 @@ defmodule Explorer.PolarsBackend.Expression do
     slice: 3,
     concat: 1,
     column: 1,
-    correlation: 3
+    correlation: 3,
+    covariance: 3
   ]
 
   missing =
@@ -207,6 +207,10 @@ defmodule Explorer.PolarsBackend.Expression do
     Native.expr_correlation(to_expr(series1), to_expr(series2), ddof)
   end
 
+  def to_expr(%LazySeries{op: :covariance, args: [series1, series2, ddof]}) do
+    Native.expr_covariance(to_expr(series1), to_expr(series2), ddof)
+  end
+
   def to_expr(%LazySeries{op: :format, args: [series_list]}) when is_list(series_list) do
     expr_list = Enum.map(series_list, &to_expr/1)
 

lib/explorer/polars_backend/native.ex

@@ -262,7 +262,7 @@ defmodule Explorer.PolarsBackend.Native do
   def s_cumulative_product(_s, _reverse), do: err()
   def s_skew(_s, _bias), do: err()
   def s_correlation(_s1, _s2, _ddof), do: err()
-  def s_covariance(_s1, _s2), do: err()
+  def s_covariance(_s1, _s2, _ddof), do: err()
   def s_distinct(_s), do: err()
   def s_divide(_s, _other), do: err()
   def s_dtype(_s), do: err()

lib/explorer/polars_backend/series.ex

@@ -224,8 +224,8 @@ defmodule Explorer.PolarsBackend.Series do
     do: Shared.apply_series(matching_size!(left, right), :s_correlation, [right.data, ddof])
 
   @impl true
-  def covariance(left, right),
-    do: Shared.apply_series(matching_size!(left, right), :s_covariance, [right.data])
+  def covariance(left, right, ddof),
+    do: Shared.apply_series(matching_size!(left, right), :s_covariance, [right.data, ddof])
 
   # Cumulative
 

lib/explorer/series.ex

@@ -2518,10 +2518,14 @@ defmodule Explorer.Series do
       3.0
   """
   @doc type: :aggregation
-  @spec covariance(left :: Series.t() | number(), right :: Series.t() | number()) ::
+  @spec covariance(
+          left :: Series.t() | number(),
+          right :: Series.t() | number(),
+          ddof :: non_neg_integer()
+        ) ::
           float() | non_finite() | nil
-  def covariance(left, right) do
-    basic_numeric_operation(:covariance, left, right)
+  def covariance(left, right, ddof \\ 1) do
+    basic_numeric_operation(:covariance, left, right, [ddof])
   end
 
   # Cumulative

native/explorer/src/expressions.rs

@@ -501,11 +501,9 @@ pub fn expr_correlation(left: ExExpr, right: ExExpr, ddof: u8) -> ExExpr {
 }
 
 #[rustler::nif]
-pub fn expr_covariance(left: ExExpr, right: ExExpr) -> ExExpr {
+pub fn expr_covariance(left: ExExpr, right: ExExpr, ddof: u8) -> ExExpr {
     let left_expr = left.clone_inner().cast(DataType::Float64);
     let right_expr = right.clone_inner().cast(DataType::Float64);
-    // TODO: make this a parameter.
-    let ddof: u8 = 1;
     ExExpr::new(cov(left_expr, right_expr, ddof))
 }
 

native/explorer/src/series.rs

@@ -1006,11 +1006,9 @@ pub fn s_correlation(
 }
 
 #[rustler::nif(schedule = "DirtyCpu")]
-pub fn s_covariance(env: Env, s1: ExSeries, s2: ExSeries) -> Result<Term, ExplorerError> {
+pub fn s_covariance(env: Env, s1: ExSeries, s2: ExSeries, ddof: u8) -> Result<Term, ExplorerError> {
     let s1 = s1.clone_inner().cast(&DataType::Float64)?;
     let s2 = s2.clone_inner().cast(&DataType::Float64)?;
-    // TODO: make ddof a parameter.
-    let ddof: u8 = 1;
     let cov = cov(s1.f64()?, s2.f64()?, ddof);
     Ok(term_from_optional_float(cov, env))
 }

test/explorer/series_test.exs

@@ -4088,7 +4088,7 @@ defmodule Explorer.SeriesTest do
                    fn -> Series.correlation(s1, s2) end
 
       assert_raise ArgumentError,
-                   "cannot invoke Explorer.Series.covariance/2 with mismatched dtypes: {:f, 64} and :string",
+                   "cannot invoke Explorer.Series.covariance/3 with mismatched dtypes: {:f, 64} and :string",
                    fn -> Series.covariance(s1, s2) end
     end
   end