Fixed a bug in running_scalar_covariance that caused the covariance() and

correlation() methods to output the wrong answer if the covariance was
negative.

dlib/statistics/statistics.h

@@ -345,13 +345,7 @@ namespace dlib
                 << "\n\tthis: " << this
                 );
 
-            T temp = 1/(n-1) * (sum_xy - sum_y*sum_x/n);
-            // make sure the variance is never negative.  This might
-            // happen due to numerical errors.
-            if (temp >= 0)
-                return temp;
-            else
-                return 0;
+            return 1/(n-1) * (sum_xy - sum_y*sum_x/n);
         }
 
         T correlation (

dlib/test/statistics.cpp

@@ -350,6 +350,15 @@ namespace
             DLIB_TEST(std::abs(rs2.variance() - rsc1.variance_y()) < 1e-10);
             DLIB_TEST(rs2.current_n() == rsc1.current_n());
 
+            rsc1.clear();
+            rsc1.add(1, -1);
+            rsc1.add(0, 0);
+            rsc1.add(1, -1);
+            rsc1.add(0, 0);
+            rsc1.add(1, -1);
+            rsc1.add(0, 0);
+
+            DLIB_TEST(std::abs(rsc1.covariance() - -0.3) < 1e-10);
         }
 
         void test_skewness_and_kurtosis_1()