Fix for abstract eltype

Author: yha

src/cov.jl

@@ -164,9 +164,10 @@ function cor2cov!(C::AbstractMatrix, s::AbstractArray)
     n = length(s)
     size(C) == (n, n) || throw(DimensionMismatch("inconsistent dimensions"))
     @inbounds for i in CartesianIndices(size(C))
+        Ci = C[i]
         si = s[i[1]] * s[i[2]]
         # the covariance is 0 when si==0, although C[i] is NaN in this case
-        C[i] = iszero(si) ? zero(eltype(C)) : C[i] * si
+        C[i] = iszero(si) ? zero(Ci) : Ci * si
     end
     return C
 end