[Numpy-discussion] Adding fweights and aweights to numpy.corrcoef

[Corin Hoad]

Are there any further thoughts on this? If it's simply allowing corrcoef to
hand off the keyword arguments to cov I can make a simple PR with the
change.

Corin Hoad

On Fri, 27 Apr 2018 at 10:44 Corin Hoad <corinhoad at gmail.com> 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.
>>
>
> This was my understanding. I am currently just using my own copy of
> corrcoef which forwards the aweights and fweights arguments directly to
> np.cov. Is this the correct approach?
>
> Corin Hoad
>
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