[Scipy-svn] r4603 - trunk/scipy/stats

[scipy-svn at scipy.org]

Author: pierregm
Date: 2008-08-05 18:24:52 -0500 (Tue, 05 Aug 2008)
New Revision: 4603

Modified:
   trunk/scipy/stats/mstats.py
Log:
* mstats: link cov and corrcoef to the numpy.ma.extras equivalents

Modified: trunk/scipy/stats/mstats.py
===================================================================
--- trunk/scipy/stats/mstats.py	2008-08-05 22:56:21 UTC (rev 4602)
+++ trunk/scipy/stats/mstats.py	2008-08-05 23:24:52 UTC (rev 4603)
@@ -13,7 +13,7 @@
 
 __all__ = ['argstoarray',
            'betai',
-           'chisquare','corrcoef','count_tied_groups','cov',
+           'chisquare','count_tied_groups',
            'describe',
            'f_oneway','f_value_wilks_lambda','find_repeats','friedmanchisquare',
            'gmean',
@@ -288,97 +288,11 @@
     """Returns the sign of x, or 0 if x is masked."""
     return ma.filled(np.sign(x), 0)
 
+cov = ma.cov
 
-def cov(x, y=None, rowvar=False, bias=False, allow_masked=True):
-    """Estimates the covariance matrix.
+corrcoef = ma.corrcoef
 
-Normalization is by (N-1) where N is the number of observations (unbiased
-estimate).  If bias is True then normalization is by N.
 
-
-
-Parameters
-----------
-    x : ndarray
-        Input data. If x is a 1D array, returns the variance. If x is a 2D array,
-        returns the covariance matrix.
-    y : {None, ndarray} optional
-        Optional set of variables.
-    rowvar : {False, True} optional
-        If rowvar is true, then each row is a variable with obersvations in columns.
-        If rowvar is False, each column is a variable and the observations are in
-        the rows.
-    bias : {False, True} optional
-        Whether to use a biased (True) or unbiased (False) estimate of the covariance.
-        If bias is True, then the normalization is by N, the number of observations.
-        Otherwise, the normalization is by (N-1).
-    allow_masked : {True, False} optional
-        If True, masked values are propagated pair-wise: if a value is masked in x,
-        the corresponding value is masked in y.
-        If False, raises an exception.
-    """
-    x = ma.asarray(x)
-    if y is None:
-        y = x
-    else:
-        y = ma.asarray(y)
-    common_mask = ma.mask_or(ma.getmask(x), ma.getmask(y))
-    if allow_masked:
-        x.unshare_mask()
-        y.unshare_mask()
-        x._mask = y._mask = common_mask
-    elif common_mask is not nomask:
-        raise ValueError("Cannot process masked data...")
-    n = x.count()
-    #
-    if rowvar:
-        (x, y) = (x.T, y.T)
-    #
-    x -= x.mean(0)
-    y -= y.mean(0)
-    result = np.dot(x.filled(0).T, y.filled(0).conj()).squeeze()
-    if bias:
-        result /= float(n)
-    else:
-        result /= (n-1.)
-    return result
-
-
-def corrcoef(x, y=None, rowvar=False, bias=False, allow_masked=True):
-    """The correlation coefficients formed from 2-d array x, where the
-    rows are the observations, and the columns are variables.
-
-    corrcoef(x,y) where x and y are 1d arrays is the same as
-    corrcoef(transpose([x,y]))
-
-Parameters
-----------
-    x : ndarray
-        Input data. If x is a 1D array, returns the variance. If x is a 2D array,
-        returns the covariance matrix.
-    y : {None, ndarray} optional
-        Optional set of variables.
-    rowvar : {False, True} optional
-        If True, then each row is a variable with obersvations in columns.
-        If False, each column is a variable and the observations are in the rows.
-    bias : {False, True} optional
-        Whether to use a biased (True) or unbiased (False) estimate of the
-        covariance.
-        If True, then the normalization is by N, the number of observations.
-        Otherwise, the normalization is by (N-1).
-    allow_masked : {True, False} optional
-        If True, masked values are propagated pair-wise: if a value is masked in x,
-        the corresponding value is masked in y.
-        If False, raises an exception.
-    """
-    if y is not None:
-        x = ma.column_stack([x,y])
-        y = None
-    c = cov(x, y, rowvar=rowvar, bias=bias, allow_masked=allow_masked)
-    d = ma.diagonal(c)
-    return c/ma.sqrt(ma.multiply.outer(d,d))
-
-
 def pearsonr(x,y):
     """Calculates a Pearson correlation coefficient and the p-value for testing
     non-correlation.