[SciPy-user] information on statistical functions

[josef.pktd at gmail.com]

On Thu, Dec 18, 2008 at 2:30 PM, Timmie <timmichelsen at gmx-topmail.de> wrote:
> Hello,
> although there were many explanations, I am still trying to find the right
> correlations function.
>
> When I import my data in excel or openoffice calc and apply the correlation
> function (=correlate) there, I get a totally different result (+0.9) than with
> np.correlate( 5e+23).
> I am not shure whether
> a) I am still using the wrong function in numpy/scipy
> b) the excel-calulations are wrong. But I am pretty sure that they are not
> because Openoffice Calc gives the same results.
>
> A hint is very welcome here.
>
> There was an earlier discussion here:
>
> Regression report like in Excel -
> http://article.gmane.org/gmane.comp.python.scientific.user/9537
>
> But since the sandbox has gone...
>
> Thanks in advance,
> Timmie
>
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If you are looking for the correlation  coefficient and covariance,
than the function is
numpy.corrcoef(x, y=None, rowvar=1, bias=0)

np.correlate does not calculate a correlation coefficient.

Currently there are no convenience wrappers for statistical models
included in scipy, but they will come back and get included once they
are cleaned up enough.

For ols, there is a good example in the scipy cookbook that calculates
many regression diagnostics and prints a useful summary.

Josef