Re: [Numpy-discussion] Adding fweights and aweights to numpy.corrcoef

2018-05-12 Thread Corin Hoad
The discussed changes are implemented in PR #11078 Corin On Fri, 11 May 2018 at 15:07 wrote: > On Fri, May 11, 2018 at 7:43 AM, Corin Hoad wrote: > >> Are there any further thoughts on this? If it's simply allowing corrcoef >> to hand off the keyword arguments to cov I can make a simple PR wit

Re: [Numpy-discussion] Adding fweights and aweights to numpy.corrcoef

2018-05-11 Thread josef . pktd
On Fri, May 11, 2018 at 7:43 AM, Corin Hoad wrote: > Are there any further thoughts on this? If it's simply allowing corrcoef > to hand off the keyword arguments to cov I can make a simple PR with the > change. > No further thoughts from my side. I don't see a problem. Aside: And the degrees of

Re: [Numpy-discussion] Adding fweights and aweights to numpy.corrcoef

2018-05-11 Thread Corin Hoad
Are there any further thoughts on this? If it's simply allowing corrcoef to hand off the keyword arguments to cov I can make a simple PR with the change. Corin Hoad On Fri, 27 Apr 2018 at 10:44 Corin Hoad wrote: > I seem to recall that there was a discussion on this and it was a lot >>> trickie

Re: [Numpy-discussion] Adding fweights and aweights to numpy.corrcoef

2018-04-27 Thread Corin Hoad
> > I seem to recall that there was a discussion on this and it was a lot >> trickier then expected. >> > > But given that numpy has the weights already for cov, then I don't see > any additional issues > whith adding it also to corrcoef. > > corrcoef is just rescaling the cov, so there is nothing

Re: [Numpy-discussion] Adding fweights and aweights to numpy.corrcoef

2018-04-26 Thread josef . pktd
On Thu, Apr 26, 2018 at 11:59 AM, Sebastian Berg wrote: > I seem to recall that there was a discussion on this and it was a lot > trickier then expected. > But given that numpy has the weights already for cov, then I don't see any additional issues whith adding it also to corrcoef. corrcoef is

Re: [Numpy-discussion] Adding fweights and aweights to numpy.corrcoef

2018-04-26 Thread Sebastian Berg
I seem to recall that there was a discussion on this and it was a lot trickier then expected. I think statsmodels might have options in this direction. - Sebastian On Thu, 2018-04-26 at 15:44 +, Corin Hoad wrote: > Hello, > > Would it be possible to add the fweights and aweights keyword > a

[Numpy-discussion] Adding fweights and aweights to numpy.corrcoef

2018-04-26 Thread Corin Hoad
Hello, Would it be possible to add the fweights and aweights keyword arguments from np.cov to np.corrcoef? They would retain their meaning from np.cov as frequency- or importance-based weightings respectively. Yours, Corin Hoad ___ NumPy-Discussion mail