Re: [Numpy-discussion] Adding weights to cov and corrcoef

2014-03-07 Thread josef . pktd
On Fri, Mar 7, 2014 at 12:06 AM, wrote: > On Thu, Mar 6, 2014 at 2:51 PM, Nathaniel Smith wrote: >> On Wed, Mar 5, 2014 at 4:45 PM, Sebastian Berg >> wrote: >>> >>> Hi all, >>> >>> in Pull Request https://github.com/numpy/numpy/pull/3864 Neol Dawe >>> suggested adding new parameters to our `cov

Re: [Numpy-discussion] Adding weights to cov and corrcoef

2014-03-06 Thread josef . pktd
On Thu, Mar 6, 2014 at 2:51 PM, Nathaniel Smith wrote: > On Wed, Mar 5, 2014 at 4:45 PM, Sebastian Berg > wrote: >> >> Hi all, >> >> in Pull Request https://github.com/numpy/numpy/pull/3864 Neol Dawe >> suggested adding new parameters to our `cov` and `corrcoef` functions to >> implement weights,

Re: [Numpy-discussion] Adding weights to cov and corrcoef (Sebastian Berg)

2014-03-06 Thread josef . pktd
On Thu, Mar 6, 2014 at 8:38 PM, Sturla Molden wrote: > Sebastian Berg wrote: > >> I am right now a bit unsure about whether or not the "weights" would be >> "aweights" or different... R seems to not care about the scale of the >> weights which seems a bit odd to me for an unbiased estimator? I al

Re: [Numpy-discussion] Adding weights to cov and corrcoef (Sebastian Berg)

2014-03-06 Thread Sturla Molden
Sturla Molden wrote: > wrote: > >> The only question IMO is which ddof for weighted std, ... > > Something like this? > > sum_weights - (ddof/float(n))*sum_weights Please ignore. ___ NumPy-Discussion mailing list NumPy-Discussion@scipy.org http://m

Re: [Numpy-discussion] Adding weights to cov and corrcoef (Sebastian Berg)

2014-03-06 Thread Sturla Molden
Sebastian Berg wrote: > I am right now a bit unsure about whether or not the "weights" would be > "aweights" or different... R seems to not care about the scale of the > weights which seems a bit odd to me for an unbiased estimator? I always > assumed that we can do the statistics behind using th

Re: [Numpy-discussion] Adding weights to cov and corrcoef (Sebastian Berg)

2014-03-06 Thread Sebastian Berg
dsmith wrote: > >> > > >> > > >> > > >> > Date: Wed, 05 Mar 2014 17:45:47 +0100 > >> > From: Sebastian Berg > >> > Subject: [Numpy-discussion] Adding weights to cov and corrcoef > >> > To: n

Re: [Numpy-discussion] Adding weights to cov and corrcoef

2014-03-06 Thread Sebastian Berg
On Do, 2014-03-06 at 19:51 +, Nathaniel Smith wrote: > On Wed, Mar 5, 2014 at 4:45 PM, Sebastian Berg > wrote: > > > > Hi all, > > > > in Pull Request https://github.com/numpy/numpy/pull/3864 Neol Dawe > > suggested adding new parameters to our `cov` and `corrcoef` functions to > > implement w

Re: [Numpy-discussion] Adding weights to cov and corrcoef (Sebastian Berg)

2014-03-06 Thread Sturla Molden
wrote: > The only question IMO is which ddof for weighted std, ... Something like this? sum_weights - (ddof/float(n))*sum_weights Sturla ___ NumPy-Discussion mailing list NumPy-Discussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpy-disc

Re: [Numpy-discussion] Adding weights to cov and corrcoef (Sebastian Berg)

2014-03-06 Thread josef . pktd
7 +0100 >> > From: Sebastian Berg >> > Subject: [Numpy-discussion] Adding weights to cov and corrcoef >> > To: numpy-discussion@scipy.org >> > Message-ID: <1394037947.21356.20.camel@sebastian-t440> >> > Conten

Re: [Numpy-discussion] Adding weights to cov and corrcoef (Sebastian Berg)

2014-03-06 Thread Ralf Gommers
On Thu, Mar 6, 2014 at 1:40 PM, Sebastian Berg wrote: > On Mi, 2014-03-05 at 10:21 -0800, David Goldsmith wrote: > > > > > > > > Date: Wed, 05 Mar 2014 17:45:47 +0100 > > From: Sebastian Berg > > Subject: [Numpy-discussion] Adding weights to

Re: [Numpy-discussion] Adding weights to cov and corrcoef

2014-03-06 Thread alex
On Thu, Mar 6, 2014 at 2:51 PM, Nathaniel Smith wrote: > On Wed, Mar 5, 2014 at 4:45 PM, Sebastian Berg > wrote: >> >> Hi all, >> >> in Pull Request https://github.com/numpy/numpy/pull/3864 Neol Dawe >> suggested adding new parameters to our `cov` and `corrcoef` functions to >> implement weights,

Re: [Numpy-discussion] Adding weights to cov and corrcoef

2014-03-06 Thread Nathaniel Smith
On Wed, Mar 5, 2014 at 4:45 PM, Sebastian Berg wrote: > > Hi all, > > in Pull Request https://github.com/numpy/numpy/pull/3864 Neol Dawe > suggested adding new parameters to our `cov` and `corrcoef` functions to > implement weights, which already exists for `average` (the PR still > needs to be ad

Re: [Numpy-discussion] Adding weights to cov and corrcoef

2014-03-06 Thread David Goldsmith
Date: Thu, 06 Mar 2014 13:40:40 +0100 > From: Sebastian Berg > Subject: Re: [Numpy-discussion] Adding weights to cov and corrcoef > (Sebastian Berg) > To: numpy-discussion@scipy.org > Message-ID: <1394109640.9122.13.camel@sebastian-t440> > Content-Type: text/plain

Re: [Numpy-discussion] Adding weights to cov and corrcoef (Sebastian Berg)

2014-03-06 Thread Sebastian Berg
On Mi, 2014-03-05 at 10:21 -0800, David Goldsmith wrote: > > > > Date: Wed, 05 Mar 2014 17:45:47 +0100 > From: Sebastian Berg > Subject: [Numpy-discussion] Adding weights to cov and corrcoef > To: numpy-discussion@scipy.org > Message-

Re: [Numpy-discussion] Adding weights to cov and corrcoef (Sebastian Berg)

2014-03-05 Thread David Goldsmith
Date: Wed, 05 Mar 2014 17:45:47 +0100 > From: Sebastian Berg > Subject: [Numpy-discussion] Adding weights to cov and corrcoef > To: numpy-discussion@scipy.org > Message-ID: <1394037947.21356.20.camel@sebastian-t440> > Content-Type: text/plain; charset="UTF-8"

[Numpy-discussion] Adding weights to cov and corrcoef

2014-03-05 Thread Sebastian Berg
Hi all, in Pull Request https://github.com/numpy/numpy/pull/3864 Neol Dawe suggested adding new parameters to our `cov` and `corrcoef` functions to implement weights, which already exists for `average` (the PR still needs to be adapted). The idea right now would be to add a `weights` and a `frequ