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 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 all,
Tom Poole has opened pull request
https://github.com/numpy/numpy/pull/4960 to implement weights into
np.cov (correlation can be added), somewhat picking up the effort
started by Noel Dawe in https://github.com/numpy/numpy/pull/3864.
The pull request would currently implement an accuracy t