Are there any further thoughts on this? If it's simply allowing corrcoef to hand off the keyword arguments to cov I can make a simple PR with the change.
Corin Hoad On Fri, 27 Apr 2018 at 10:44 Corin Hoad <corinh...@gmail.com> 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. >> > > This was my understanding. I am currently just using my own copy of > corrcoef which forwards the aweights and fweights arguments directly to > np.cov. Is this the correct approach? > > Corin Hoad >
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