On Do, 2014-03-06 at 16:30 -0500, josef.p...@gmail.com wrote: > On Thu, Mar 6, 2014 at 3:49 PM, Ralf Gommers <ralf.gomm...@gmail.com> wrote: > > > > > > > > On Thu, Mar 6, 2014 at 1:40 PM, Sebastian Berg <sebast...@sipsolutions.net> > > wrote: > >> > >> On Mi, 2014-03-05 at 10:21 -0800, David Goldsmith wrote: > >> > > >> > > >> > > >> > Date: Wed, 05 Mar 2014 17:45:47 +0100 > >> > From: Sebastian Berg <sebast...@sipsolutions.net> > >> > Subject: [Numpy-discussion] Adding weights to cov and corrcoef > >> > To: numpy-discussion@scipy.org > >> > Message-ID: <1394037947.21356.20.camel@sebastian-t440> > >> > Content-Type: text/plain; charset="UTF-8" > >> > > >> > Hi all, > >> > > >> > in Pull Request https://github.com/numpy/numpy/pull/3864 Neol > >> > Dawe > >> > suggested adding new parameters to our `cov` and `corrcoef` > >> > functions to > >> > implement weights, which already exists for `average` (the PR > >> > still > >> > needs to be adapted). > >> > > >> > > >> > Do you mean adopted? > >> > > >> > >> What I meant was that the suggestion isn't actually implemented in the > >> PR at this time. So you can't pull it in to try things out. > >> > >> > > >> > However, we may have missed something obvious, or maybe it is > >> > already > >> > getting too statistical for NumPy, or the keyword argument > >> > might be > >> > better `uncertainties` and `frequencies`. So comments and > >> > insights are > >> > very welcome :). > >> > > >> > > >> > +1 for it being "too baroque" for NumPy--should go in SciPy (if it > >> > isn't already there): IMHO, NumPy should be kept as "lean and mean" as > >> > possible, embellishments are what SciPy is for. (Again, IMO.) > >> > > >> > >> Well, on the other hand, scipy does not actually have a `std` function > >> of its own, I think. So if it is quite useful I think this may be an > >> option (I don't think I ever used weights with std, so I can't argue > >> strongly for inclusion myself). Unless adding new functions to > >> `scipy.stats` (or just statsmodels) which implement different types of > >> weights is the longer term plan, then things might bite... > > > > > > AFAIK there's currently no such plan. > > since numpy has taken over all the basic statistics, var, std, cov, > corrcoef, and scipy.stats dropped those, I don't see any reason to > resurrect them. > > The only question IMO is which ddof for weighted std, ... >
I am right now a bit unsure about whether or not the "weights" would be "aweights" or different... R seems to not care about the scale of the weights which seems a bit odd to me for an unbiased estimator? I always assumed that we can do the statistics behind using the ddof... But even if we can figure out the right way, what I am doubting a bit is that if we add weights, their names should be clear enough to not clash with possibly different kind of (interesting) weights in other functions. > statsmodels has the basic statistics with frequency weights, but they > are largely in support of t-test and similar hypothesis tests. > > Josef > > > > > > Ralf > > > > > > > > _______________________________________________ > > NumPy-Discussion mailing list > > NumPy-Discussion@scipy.org > > http://mail.scipy.org/mailman/listinfo/numpy-discussion > > > _______________________________________________ > NumPy-Discussion mailing list > NumPy-Discussion@scipy.org > http://mail.scipy.org/mailman/listinfo/numpy-discussion > _______________________________________________ NumPy-Discussion mailing list NumPy-Discussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpy-discussion
