Example of numpy cov() not correct?
Hi, all,
I am trying out the example here (http://www.scipy.org/Numpy_Example_List_With_Doc#cov)
from numpy import *
...
T = array([1.3, 4.5, 2.8, 3.9]) P = array([2.7, 8.7, 4.7, 8.2]) cov(T,P)
The answer is supposed to be 3.9541666666666657
The result I got is instead a cov matrix array([[ 1.97583333, 3.95416667], [ 3.95416667, 8.22916667]]) So, I just wanna confirm this particular example may be no longer correct.
I am using python 2.4.3 with numpy 1.1.0 on MS win
Cheers, Anthony
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On Tue, Jul 29, 2008 at 9:10 PM, Anthony Kong Anthony.Kong@macquarie.com wrote:
I am trying out the example here (http://www.scipy.org/Numpy_Example_List_With_Doc#cov)
from numpy import *
...
T = array([1.3, 4.5, 2.8, 3.9]) P = array([2.7, 8.7, 4.7, 8.2]) cov(T,P)
The answer is supposed to be 3.9541666666666657
The result I got is instead a cov matrix array([[ 1.97583333, 3.95416667], [ 3.95416667, 8.22916667]]) So, I just wanna confirm this particular example may be no longer correct.
I am using python 2.4.3 with numpy 1.1.0 on MS win
It works for me (1.1 on GNU/Linux):
import numpy as np T = np.array([1.3, 4.5, 2.8, 3.9]) P = np.array([2.7, 8.7, 4.7, 8.2]) np.cov(T,P)
array([[ 1.97583333, 3.95416667], [ 3.95416667, 8.22916667]])'
If you read the cov function documentation you'll see that if a second vector is given, it joins the 2 into one matrix and calculate the covariance of it. In your case, you are looking for the off-diagonal elements.
Nadav.
-----הודעה מקורית----- מאת: numpy-discussion-bounces@scipy.org בשם Keith Goodman נשלח: ד 30-יולי-08 17:04 אל: Discussion of Numerical Python נושא: Re: [Numpy-discussion] Example of numpy cov() not correct?
On Tue, Jul 29, 2008 at 9:10 PM, Anthony Kong Anthony.Kong@macquarie.com wrote:
I am trying out the example here (http://www.scipy.org/Numpy_Example_List_With_Doc#cov)
from numpy import *
...
T = array([1.3, 4.5, 2.8, 3.9]) P = array([2.7, 8.7, 4.7, 8.2]) cov(T,P)
The answer is supposed to be 3.9541666666666657
The result I got is instead a cov matrix array([[ 1.97583333, 3.95416667], [ 3.95416667, 8.22916667]]) So, I just wanna confirm this particular example may be no longer correct.
I am using python 2.4.3 with numpy 1.1.0 on MS win
It works for me (1.1 on GNU/Linux):
import numpy as np T = np.array([1.3, 4.5, 2.8, 3.9]) P = np.array([2.7, 8.7, 4.7, 8.2]) np.cov(T,P)
array([[ 1.97583333, 3.95416667], [ 3.95416667, 8.22916667]])' _______________________________________________ Numpy-discussion mailing list Numpy-discussion@scipy.org http://projects.scipy.org/mailman/listinfo/numpy-discussion
Wed, 30 Jul 2008 18:49:10 +0300, Nadav Horesh wrote:
If you read the cov function documentation you'll see that if a second vector is given, it joins the 2 into one matrix and calculate the covariance of it. In your case, you are looking for the off-diagonal elements.
So the final answer to the OP's question is:
Yes, the example on
http://www.scipy.org/Numpy_Example_List_With_Doc#cov
is wrong; cov(T,P) indeed returns a matrix. And it would be nice if someone fixed this, you can simply register a wiki account and fix the problem.
On Thu, Jul 31, 2008 at 1:14 AM, Pauli Virtanen pav@iki.fi wrote:
Yes, the example on
http://www.scipy.org/Numpy_Example_List_With_Doc#covis wrong; cov(T,P) indeed returns a matrix. And it would be nice if someone fixed this, you can simply register a wiki account and fix the problem.
Done.
participants (4)
-
Anthony Kong -
Keith Goodman -
Nadav Horesh -
Pauli Virtanen