On Thu, Jan 26, 2012 at 7:19 AM, Pierre Haessig
Le 22/01/2012 01:40, josef.pktd@gmail.com a écrit :
same here, When I rewrote scipy.stats.spearmanr, I matched the numpy behavior for two arrays, while R only returns the cross-correlation part. Since I've seen no negative feedback, I jumped to the next step by creating a Trac account and posting a new ticket :
http://projects.scipy.org/numpy/ticket/2031
If people feel ok with this proposal, I can try to expand the proposed implementation skeleton to something more serious. But maybe Elliot has already something ready to pull-request on GitHub ?
Pierre _______________________________________________ NumPy-Discussion mailing list NumPy-Discussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpy-discussion
Really I do not understand what you want to do especially when the ticket contains some very basic errors. Can you please provide a couple of real examples with expected output that clearly show what you want?
From a statistical viewpoint, np.cov is correct because it outputs the variance/covariance matrix. Also I believe that changing the np.cov function will cause major havoc because numpy and people's code depend on the current behavior.
Bruce