Re: [Numpy-discussion] Error in Covariance and Variance calculation

2020-03-20 Thread Gunter Meissner
: www.dersoft.com/cv.pdf Email: meiss...@hawaii.edu Tel: USA (808) 779 3660 -Original Message- From: NumPy-Discussion On Behalf Of Warren Weckesser Sent: Friday, March 20, 2020 8:45 AM To: Discussion of Numerical Python Subject: Re: [Numpy-discussion] Error in Covariance and Variance calculation

Re: [Numpy-discussion] Error in Covariance and Variance calculation

2020-03-20 Thread Warren Weckesser
On 3/20/20, Gunter Meissner wrote: > Dear Programmers, > > > > This is Gunter Meissner. I am currently writing a book on Forecasting and > derived the regression coefficient with Numpy: > > > > import numpy as np > X=[1,2,3,4] > Y=[1,8000,5000,1000] > print(np.cov(X,Y)) > print(np.var(X)) > Be

[Numpy-discussion] Error in Covariance and Variance calculation

2020-03-20 Thread Gunter Meissner
Dear Programmers, This is Gunter Meissner. I am currently writing a book on Forecasting and derived the regression coefficient with Numpy: import numpy as np X=[1,2,3,4] Y=[1,8000,5000,1000] print(np.cov(X,Y)) print(np.var(X)) Beta1 = np.cov(X,Y)/np.var(X) print(Beta1) However, Num