JuliaSIMD / JuliaSIMD/VectorizedStatistics.jl

Correlation between columns of two matrices?

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Description

`vcor` doesn't allow for correlating matrices, while `cor` does:

```julia
using VectorizedStatistics
using Statistics

a = rand(5, 15)
b = rand(5, 10)
c = cor(a, b) # Works
vc = vcor(a, b) # Fails
```

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