Hi Jesper
On Fri, May 25, 2007 at 10:37:44AM +0200, Jesper Larsen wrote:
> I have a masked array of dimension (nvariables, nobservations) that contain
> missing values at arbitrary points. Is it safe to rely on numpy.corrcoeff to
> calculate the correlation coefficients of a masked array (it seems to give
> reasonable results)?
I don't think it is. If my thinking is correct, you would expect the
following to have different results:
In [38]: x = N.random.random(100)
In [39]: y = N.random.random(100)
In [40]: N.corrcoef(x,y)
Out[40]:
array([[ 1. , -0.07291798],
[-0.07291798, 1. ]])
In [41]: x_ = N.ma.masked_array(x,mask=(N.random.random(100)>0.5).astype(bool))
In [42]: y_ = N.ma.masked_array(y,mask=(N.random.random(100)>0.5).astype(bool))
In [43]: N.corrcoef(x_,y_)
Out[43]:
array([[ 1. , -0.07291798],
[-0.07291798, 1. ]])
Regards
Stéfan
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