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

[Corin Hoad]

The discussed changes are implemented in PR #11078

Corin

On Fri, 11 May 2018 at 15:07 <josef.pktd at gmail.com> wrote:

> On Fri, May 11, 2018 at 7:43 AM, Corin Hoad <corinhoad at gmail.com> wrote:
>
>> 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.
>>
>
> No further thoughts from my side. I don't see a problem.
>
> Aside: And the degrees of freedom correction, which was one of the
> ambiguous issues in the cov case, will not matter in the corrcoef case
> because it cancels in the latter.
>
> Josef
>
>
>
>>
>>
>> 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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