Hi all,
Any input to this? Last time it generated a fair bit of discussion, which
I’ll summarise here.
It’s currently possible to calculate a weighted average using np.average,
but the corresponding functionality does not exist for (co)variance or
corrcoeff calculations. In this case it’s less
Hi everyone,
I've added the ability to handle weighted data in a covariance calculation,
in a similar manner to that already implemented for the calculation of a
weighted average.
https://github.com/tpoole/numpy/compare/weighted_cov
Could an experienced someone please look over my ch