Re: [Numpy-discussion] mailmap update

2015-08-02 Thread Tom Poole
Hi Chuck,

Tom Poole t.b.poole at gmail.com http://gmail.com/ tpoole t.b.poole at 
gmail.com http://gmail.com/

Tom

 On 2 Aug 2015, at 06:08, Charles R Harris charlesr.har...@gmail.com wrote:
 
 Hi All,
 
 I'm trying to update the .mailmap file on github and could use some help. The 
 current version seems common to both numpy and scipy, hence the crosspost.  
 Here is what I've got so far.
 
 Alex Griffing argriffi at ncsu.edu http://ncsu.edu/ alex argriffi at 
 ncsu.edu http://ncsu.edu/
 Alex Griffing argriffi at ncsu.edu http://ncsu.edu/ argriffing 
 argriffi at ncsu.edu http://ncsu.edu/
 Alex Griffing argriffi at ncsu.edu http://ncsu.edu/ argriffing 
 argriffing at users.noreply.github.com http://users.noreply.github.com/
 Behzad Nouri behzadnouri at gmail.com http://gmail.com/ behzad nouri 
 behzadnouri at gmail.com http://gmail.com/
 Carl Kleffner cmkleffner at gmail.com http://gmail.com/ carlkl 
 cmkleffner at gmail.com http://gmail.com/
 Christoph Gohlke cgohlke at uci.edu http://uci.edu/ Christolph Gohlke 
 cgohlke at uci.edu http://uci.edu/
 Christoph Gohlke cgohlke at uci.edu http://uci.edu/ cgholke ? at ?
 Christoph Gohlke cgohlke at uci.edu http://uci.edu/ cgohlke cgohlke 
 at uci.edu http://uci.edu/
 Han Genuit hangenuit at gmail.com http://gmail.com/ Han hangenuit at 
 gmail.com http://gmail.com/
 Jaime Fernandez jaime.frio at gmail.com http://gmail.com/ Jaime 
 jaime.frio at gmail.com http://gmail.com/
 Jaime Fernandez jaime.frio at gmail.com http://gmail.com/ jaimefrio 
 jaime.frio at gmail.com http://gmail.com/
 Mark Wiebe mwwiebe at gmail.com http://gmail.com/ Mark mwwiebe at 
 gmail.com http://gmail.com/
 Mark Wiebe mwwiebe at gmail.com http://gmail.com/ Mark Wiebe mwiebe 
 at enthought.com http://enthought.com/
 Mark Wiebe mwwiebe at gmail.com http://gmail.com/ Mark Wiebe mwiebe 
 at georg.(none)
 Nathaniel J. Smith njs at pobox.com http://pobox.com/ njsmith njs at 
 pobox.com http://pobox.com/
 Ondřej Čertík ondrej.certik at gmail.com http://gmail.com/ Ondrej 
 Certik ondrej.certik at gmail.com http://gmail.com/
 Ralf Gommers ralf.gommers at googlemail.com http://googlemail.com/ 
 rgommers ralf.gommers at googlemail.com http://googlemail.com/
 Saullo Giovani saullogiovani at gmail.com http://gmail.com/ 
 saullogiovani saullogiovani at gmail.com http://gmail.com/
 Sebastian Berg sebastian at sipsolutions.net http://sipsolutions.net/ 
 seberg sebastian at sipsolutions.net http://sipsolutions.net/
 
 Anon a...@gmail.com mailto:a...@gmail.com abdulmuneer abdulmuneer at 
 gmail.com http://gmail.com/
 Anon a...@gmail.com mailto:a...@gmail.com amir ladsgroup at gmail.com 
 http://gmail.com/
 Anon a...@gmail.com mailto:a...@gmail.com cel cel.gentoo at gmail.com 
 http://gmail.com/
 Anon a...@gmail.com mailto:a...@gmail.com chebee7i chebee7i at 
 gmail.com http://gmail.com/
 Anon a...@gmail.com mailto:a...@gmail.com empeeu empeeu at yahoo.com 
 http://yahoo.com/
 Anon a...@gmail.com mailto:a...@gmail.com endolith endolith at 
 gmail.com http://gmail.com/
 Anon a...@gmail.com mailto:a...@gmail.com hannaro hroehling at gmx.net 
 http://gmx.net/
 Anon a...@gmail.com mailto:a...@gmail.com hpaulj hpj3 at myuw.net 
 http://myuw.net/
 Anon a...@gmail.com mailto:a...@gmail.com immerrr immerrr at gmail.com 
 http://gmail.com/
 Anon a...@gmail.com mailto:a...@gmail.com jmrosen155 Jordan at 
 Jordans-MacBook-Pro.local
 Anon a...@gmail.com mailto:a...@gmail.com jnothman jnothman at 
 student.usyd.edu.au http://student.usyd.edu.au/
 Anon a...@gmail.com mailto:a...@gmail.com kanhua kanhwa at gmail.com 
 http://gmail.com/
 Anon a...@gmail.com mailto:a...@gmail.com mamikony ernest.mamikonyan 
 at sig.com http://sig.com/
 Anon a...@gmail.com mailto:a...@gmail.com mbyt random.seed at web.de 
 http://web.de/
 Anon a...@gmail.com mailto:a...@gmail.com mlai mlai at 
 begws92.beg.utexas.edu http://begws92.beg.utexas.edu/
 Anon a...@gmail.com mailto:a...@gmail.com ryanblak rbtnet at gmail.com 
 http://gmail.com/
 Anon a...@gmail.com mailto:a...@gmail.com styr styr.py at gmail.com 
 http://gmail.com/
 Anon a...@gmail.com mailto:a...@gmail.com tdihp tdihp at hotmail.com 
 http://hotmail.com/
 Anon a...@gmail.com mailto:a...@gmail.com tpoole t.b.poole at 
 gmail.com http://gmail.com/
 Anon a...@gmail.com mailto:a...@gmail.com wim glenn wim.glenn at 
 melbourneit.com.au http://melbourneit.com.au/
 
 The Anon author is just a standing in for unknown author. I can make a guess 
 at some of those, but would prefer it if the people in question could supply 
 their proper name and address.
 
 TIA,
 
 Chuck
 
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Re: [Numpy-discussion] Weighted Covariance/correlation

2014-08-24 Thread Tom Poole
Hi all,

Any input to this? Last time it generated a fair bit of discussion, which I’ll 
summarise here.

It’s currently possible to calculate a weighted average using np.average, but 
the corresponding functionality does not exist for (co)variance or corrcoeff 
calculations. In this case it’s less straightforward, and we need to worry 
about what type of information the weights contain.

Repeat type weights are the easiest to explain. Here the variances of

[x1, x2, x3] with weights [2, 1, 3]

and

[x1, x1, x2, x3, x3, x3]

are identical. For Bessel correction the total number of samples is obtained by 
summing the weights. These weights do not have to be integer, and in this case 
the only important assumption is that their sum represents the total sample 
size.

The second type of weights are importances or accuracies. Here the weighs 
represent the relative strength of contributions from each of the associated 
samples. Because this is a purely relative relation, there’s no concrete 
information about the total number of samples. This has to be obtained from the 
effective sample size, given by (sum(weights)^2)/sum(weights^2).

I think the the clearest way of providing both options is to have a boolean 
switch indicating if the weights represent repeats or frequency type 
information. I can’t immediately see a good motivation for allowing both 
concurrently, and think this could cause confusion.

Tom 

On 15 Aug 2014, at 14:46, Sebastian Berg sebast...@sipsolutions.net wrote:

 Hi all,
 
 Tom Poole has opened pull request
 https://github.com/numpy/numpy/pull/4960 to implement weights into
 np.cov (correlation can be added), somewhat picking up the effort
 started by Noel Dawe in https://github.com/numpy/numpy/pull/3864.
 
 The pull request would currently implement an accuracy type `weights`
 keyword argument as default, but have a switch `repeat_weights` to use
 repeat type weights instead (frequency type are a special case of this I
 think).
 
 As far as I can see, the code is in a state that it can be tested. But
 since it is a new feature, the names/defaults are up for discussion, so
 maybe someone who might use such a feature has a preference. I know we
 had a short discussion about this before, but it was a while ago. For
 example another option would be to have the two weights as two keyword
 arguments, instead of a boolean switch.
 
 Regards,
 
 Sebastian
 
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