Date: Wed, 05 Mar 2014 17:45:47 +0100
From: Sebastian Berg <sebastian@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?
 
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.)

DG