Hi all, I posted a pull request: https://github.com/numpy/numpy/pull/8211
which adds a function `numpy.covcorr` that calculates both the covariance matrix and correlation coefficient with a single call to `numpy.cov` (which is often an expensive call for large data-sets). A function `numpy.covtocorr` has also been added that converts a covariance matrix to a correlation coefficent, and `numpy.corrcoef` has been modified to call this. The motivation here is that one often needs the covariance for subsequent analysis and the correlation coefficient for visualization, so instead of forcing the user to write their own code to convert one to the other, we want to allow both to be obtained from `numpy` as efficiently as possible. Best, Mathew
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