On Thu, Mar 6, 2014 at 3:49 PM, Ralf Gommers <ralf.gomm...@gmail.com> wrote: > > > > On Thu, Mar 6, 2014 at 1:40 PM, Sebastian Berg <sebast...@sipsolutions.net> > wrote: >> >> On Mi, 2014-03-05 at 10:21 -0800, David Goldsmith wrote: >> > >> > >> > >> > Date: Wed, 05 Mar 2014 17:45:47 +0100 >> > From: Sebastian Berg <sebast...@sipsolutions.net> >> > Subject: [Numpy-discussion] Adding weights to cov and corrcoef >> > To: numpy-discussion@scipy.org >> > Message-ID: <1394037947.21356.20.camel@sebastian-t440> >> > Content-Type: text/plain; charset="UTF-8" >> > >> > Hi all, >> > >> > in Pull Request https://github.com/numpy/numpy/pull/3864 Neol >> > Dawe >> > suggested adding new parameters to our `cov` and `corrcoef` >> > functions to >> > implement weights, which already exists for `average` (the PR >> > still >> > needs to be adapted). >> > >> > >> > Do you mean adopted? >> > >> >> What I meant was that the suggestion isn't actually implemented in the >> PR at this time. So you can't pull it in to try things out. >> >> > >> > However, we may have missed something obvious, or maybe it is >> > already >> > getting too statistical for NumPy, or the keyword argument >> > might be >> > better `uncertainties` and `frequencies`. So comments and >> > insights are >> > very welcome :). >> > >> > >> > +1 for it being "too baroque" for NumPy--should go in SciPy (if it >> > isn't already there): IMHO, NumPy should be kept as "lean and mean" as >> > possible, embellishments are what SciPy is for. (Again, IMO.) >> > >> >> Well, on the other hand, scipy does not actually have a `std` function >> of its own, I think. So if it is quite useful I think this may be an >> option (I don't think I ever used weights with std, so I can't argue >> strongly for inclusion myself). Unless adding new functions to >> `scipy.stats` (or just statsmodels) which implement different types of >> weights is the longer term plan, then things might bite... > > > AFAIK there's currently no such plan.
since numpy has taken over all the basic statistics, var, std, cov, corrcoef, and scipy.stats dropped those, I don't see any reason to resurrect them. The only question IMO is which ddof for weighted std, ... statsmodels has the basic statistics with frequency weights, but they are largely in support of t-test and similar hypothesis tests. Josef > > Ralf > > > > _______________________________________________ > NumPy-Discussion mailing list > NumPy-Discussion@scipy.org > http://mail.scipy.org/mailman/listinfo/numpy-discussion > _______________________________________________ NumPy-Discussion mailing list NumPy-Discussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpy-discussion
