On Wed, Oct 26, 2016 at 2:13 PM, Stephan Hoyer <sho...@gmail.com> wrote:
> On Wed, Oct 26, 2016 at 11:03 AM, Mathew S. Madhavacheril < > mathewsyr...@gmail.com> wrote: > >> On Wed, Oct 26, 2016 at 1:46 PM, Stephan Hoyer <sho...@gmail.com> wrote: >> >>> I wonder if the goals of this addition could be achieved by simply >>> adding an optional `cov` argument >>> >> to np.corr, which would provide a pre-computed covariance. >>> >> >> That's a fair suggestion which I'm happy to switch to. This eliminates >> the need for two new functions. >> I'll add an optional `cov = False` argument to numpy.corrcoef that >> returns a tuple (corr, cov) instead. >> >> >>> >>> Either way, `covcorr` feels like a helper function that could exist in >>> user code rather than numpy proper. >>> >> >> The user would have to re-implement the part that converts the covariance >> matrix to a correlation >> coefficient. I made this PR to avoid that code duplication. >> > > With the API I was envisioning (or even your proposed API, for that > matter), this function would only be a few lines, e.g., > > def covcorr(x): > cov = np.cov(x) > corr = np.corrcoef(x, cov=cov) > return (cov, corr) > > Generally, functions this short should be provided as recipes (if at all) > rather than be added to numpy proper, unless the need for them is extremely > common. > Ah, I see what you were suggesting now. I agree that a function like covcorr need not be provided by numpy itself, but it would be tremendously useful if a pre-computed covariance could be provided to np.corrcoef. I can update this PR to just add `cov = None` to numpy.corrcoef and do an `if cov is not None` before calculating the covariance. Note however that in the case that `cov` is specified for np.corrcoef, the non-optional `x` argument is redundant. > > > _______________________________________________ > NumPy-Discussion mailing list > NumPy-Discussion@scipy.org > https://mail.scipy.org/mailman/listinfo/numpy-discussion > >
_______________________________________________ NumPy-Discussion mailing list NumPy-Discussion@scipy.org https://mail.scipy.org/mailman/listinfo/numpy-discussion
