On Thu, Apr 26, 2018 at 11:59 AM, Sebastian Berg <sebastian@sipsolutions.net> 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
> _______________________________________________
> NumPy-Discussion mailing list
> NumPy-Discussion@python.org
> https://mail.python.org/mailman/listinfo/numpy-discussion
_______________________________________________
NumPy-Discussion mailing list
NumPy-Discussion@python.org
https://mail.python.org/mailman/listinfo/numpy-discussion