11 Mar
2015
11 Mar
'15
2:21 a.m.
On 10/03/15 21:12, Matthew Brett wrote:
Oh dear - that's embarrassing.
https://en.wikipedia.org/wiki/Pearson_product-moment_correlation_coefficient
I guess we should deprecate the 'bias' and 'ddof' input arguments asap.
It is an unfortunate consequence of implementing np.corrcoef on top of np.cov. np.corrcoef should not be computed with np.cov because it just adds additional rounding error to the result. https://github.com/numpy/numpy/blob/32e23a1d52a05d3a56f693010eaf8d96826db75f... Sturla