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 +0000, Corin Hoad wrote: > 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 mailing list > NumPy-Discussion@python.org > https://mail.python.org/mailman/listinfo/numpy-discussion
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