John Hunter schrieb:
> Is it desirable that numpy.corrcoef for two arrays returns a 2x2 array
> rather than a scalar
>
> In [10]: npy.corrcoef(npy.random.rand(10), npy.random.rand(10))
> Out[10]:
> array([[ 1., -0.16088728],
>[-0.16088728, 1.]])
>
>
> I always end up ext
Is it desirable that numpy.corrcoef for two arrays returns a 2x2 array
rather than a scalar
In [10]: npy.corrcoef(npy.random.rand(10), npy.random.rand(10))
Out[10]:
array([[ 1., -0.16088728],
[-0.16088728, 1.]])
I always end up extracting the 0,1 element anyway. What is
On Wednesday 30 May 2007 19:48, Robert Kern wrote:
> I'm afraid this doesn't work, either. Correlation matrices are constrained
> to be positive semidefinite; that is, all of their eigenvalues must be >=
> 0. Calculating each of the correlation coefficients in a pairwise fashion
> doesn't incorpora
Jesper Larsen wrote:
> Here is my solution for calculating the correlation coefficients for masked
> arrays. Comments are appreciated:
>
> def macorrcoef(data1, data2):
> """
> Calculates correlation coefficients taking masked out values
> into account.
>
> It is assumed (but not checke
On Friday 25 May 2007 19:18, Robert Kern wrote:
> Jesper Larsen wrote:
> > Hi numpy users,
> >
> > I have a masked array of dimension (nvariables, nobservations) that
> > contain missing values at arbitrary points. Is it safe to rely on
> > numpy.corrcoeff to calculate the correlation coefficients
Hi Jesper
On Fri, May 25, 2007 at 10:37:44AM +0200, Jesper Larsen wrote:
> I have a masked array of dimension (nvariables, nobservations) that contain
> missing values at arbitrary points. Is it safe to rely on numpy.corrcoeff to
> calculate the correlation coefficients of a masked array (it see
Jesper Larsen wrote:
> Hi numpy users,
>
> I have a masked array of dimension (nvariables, nobservations) that contain
> missing values at arbitrary points. Is it safe to rely on numpy.corrcoeff to
> calculate the correlation coefficients of a masked array (it seems to give
> reasonable results
Hi numpy users,
I have a masked array of dimension (nvariables, nobservations) that contain
missing values at arbitrary points. Is it safe to rely on numpy.corrcoeff to
calculate the correlation coefficients of a masked array (it seems to give
reasonable results)?
Cheers,
Jesper
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