Re: [Numpy-discussion] Adding weights to cov and corrcoef (Sebastian Berg)

Sebastian Berg <sebastian@sipsolutions.net> wrote:

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.

http://en.wikipedia.org/wiki/Weighted_arithmetic_mean#Weighted_sample_covari...