[Numpy-discussion] Standard Deviation (std): Suggested change for "ddof" default value
ralf.gommers at gmail.com
Tue Apr 1 16:51:43 EDT 2014
On Tue, Apr 1, 2014 at 10:08 PM, Nathaniel Smith <njs at pobox.com> wrote:
> On Tue, Apr 1, 2014 at 9:02 PM, Sturla Molden <sturla.molden at gmail.com>
> > Haslwanter Thomas <Thomas.Haslwanter at fh-linz.at> wrote:
> >> Personally I cannot think of many applications where it would be desired
> >> to calculate the standard deviation with ddof=0. In addition, I feel
> >> there should be consistency between standard modules such as numpy,
> scipy, and pandas.
> > ddof=0 is the maxiumum likelihood estimate. It is also needed in Bayesian
> > estimation.
> It's true, but the counter-arguments are also strong. And regardless
> of whether ddof=1 or ddof=0 is better, surely the same one is better
> for both numpy and scipy.
If we could still choose here without any costs, obviously that's true.
This particular ship sailed a long time ago though. By the way, there isn't
even a `scipy.stats.std`, so we're comparing with differently named
functions (nanstd for example).
> > If you are not eatimating from a sample, but rather calculating for the
> > whole population, you always want ddof=0.
> > What does Matlab do by default? (Yes, it is a retorical question.)
> R (which is probably a more relevant comparison) does do ddof=1 by default.
> >> I am wondering if there is a good reason to stick to "ddof=0" as the
> >> default for "std", or if others would agree with my suggestion to change
> >> the default to "ddof=1"?
> > It is a bad idea to suddenly break everyone's code.
> It would be a disruptive transition, but OTOH having inconsistencies
> like this guarantees the ongoing creation of new broken code.
Not much of an argument to change return values for a so heavily used
> Nathaniel J. Smith
> Postdoctoral researcher - Informatics - University of Edinburgh
> NumPy-Discussion mailing list
> NumPy-Discussion at scipy.org
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