On Thu, Apr 26, 2018 at 11:59 AM, Sebastian Berg 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. I think statsmodels might have options in this direction. statsmodels still has only fweights (case weights) for covariance and
correlation
Josef - Sebastian On Thu, 2018-04-26 at 15:44 +0000, Corin Hoad wrote: 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
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