[Numpy-discussion] Adding fweights and aweights to numpy.corrcoef
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
Re: [Numpy-discussion] Adding fweights and aweights to numpy.corrcoef
> > 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 ___ NumPy-Discussion mailing list NumPy-Discussion@python.org https://mail.python.org/mailman/listinfo/numpy-discussion
Re: [Numpy-discussion] Adding fweights and aweights to numpy.corrcoef
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 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 > ___ NumPy-Discussion mailing list NumPy-Discussion@python.org https://mail.python.org/mailman/listinfo/numpy-discussion
Re: [Numpy-discussion] Adding fweights and aweights to numpy.corrcoef
The discussed changes are implemented in PR #11078 Corin On Fri, 11 May 2018 at 15:07 wrote: > On Fri, May 11, 2018 at 7:43 AM, Corin Hoad wrote: > >> 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. >> > > No further thoughts from my side. I don't see a problem. > > Aside: And the degrees of freedom correction, which was one of the > ambiguous issues in the cov case, will not matter in the corrcoef case > because it cancels in the latter. > > Josef > > > >> >> >> Corin Hoad >> >> On Fri, 27 Apr 2018 at 10:44 Corin Hoad 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 >>> >> >> ___ >> NumPy-Discussion mailing list >> NumPy-Discussion@python.org >> https://mail.python.org/mailman/listinfo/numpy-discussion >> >> ___ > NumPy-Discussion mailing list > NumPy-Discussion@python.org > https://mail.python.org/mailman/listinfo/numpy-discussion > ___ NumPy-Discussion mailing list NumPy-Discussion@python.org https://mail.python.org/mailman/listinfo/numpy-discussion
