[SciPy-User] scipy.stats.mstats.linregress bug?

[Andreas]

> try to rescale, take away the e15, small numerical differences are
> possible because of the different way the results are calculated.
> There might still be a difference in the definition of the returns,
> but I haven't checked recently.

Rescaling doesn't change a thing (see below). And, we're not talking about
small numerical differences here. The problem is the last return value,
stderr. It differs by almost a factor 15!

Cheers,
Andreas.

In [15]: scipy.stats.linregress(x,data/1E15)
Out[15]:
(0.14916317817857139,
 4.8326781674166659,
 0.53093100793359616,
 0.041709303490157057,
 0.066031024254034967)

In [16]: scipy.stats.mstats.linregress(x,data/1E15)
Out[16]:
(0.14916317817857139,
 4.8326781674166659,
 0.53093100793359627,
 masked_array(data = 0.0417093034902,
             mask = False,
       fill_value = 1e+20)
,
 1.0286155756515489)