On Thu, Apr 26, 2018 at 11:59 AM, Sebastian Berg <[email protected] > wrote:
> I seem to recall that there was a discussion on this and it was a lot > trickier then expected. > But given that numpy has the weights already for cov, then I don't see any additional issues whith adding it also to corrcoef. corrcoef is just rescaling the cov, so there is nothing special to add except that corrcoef hands off the options to cov. > I think statsmodels might have options in this direction. > statsmodels still has only fweights (case weights) for covariance and correlation Josef > - 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 > > [email protected] > > https://mail.python.org/mailman/listinfo/numpy-discussion > _______________________________________________ > NumPy-Discussion mailing list > [email protected] > https://mail.python.org/mailman/listinfo/numpy-discussion > >
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