Re: [Numpy-discussion] Adding weights to cov and corrcoef

2014-03-07 Thread josef . pktd
On Fri, Mar 7, 2014 at 12:06 AM, josef.p...@gmail.com wrote: On Thu, Mar 6, 2014 at 2:51 PM, Nathaniel Smith n...@pobox.com wrote: On Wed, Mar 5, 2014 at 4:45 PM, Sebastian Berg sebast...@sipsolutions.net wrote: Hi all, in Pull Request https://github.com/numpy/numpy/pull/3864 Neol Dawe

Re: [Numpy-discussion] Adding weights to cov and corrcoef (Sebastian Berg)

2014-03-06 Thread Sebastian Berg
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

Re: [Numpy-discussion] Adding weights to cov and corrcoef

2014-03-06 Thread David Goldsmith
Date: Thu, 06 Mar 2014 13:40:40 +0100 From: Sebastian Berg sebast...@sipsolutions.net Subject: Re: [Numpy-discussion] Adding weights to cov and corrcoef (Sebastian Berg) To: numpy-discussion@scipy.org Message-ID: 1394109640.9122.13.camel@sebastian-t440 Content-Type: text/plain

Re: [Numpy-discussion] Adding weights to cov and corrcoef

2014-03-06 Thread Nathaniel Smith
On Wed, Mar 5, 2014 at 4:45 PM, Sebastian Berg sebast...@sipsolutions.net wrote: 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

Re: [Numpy-discussion] Adding weights to cov and corrcoef

2014-03-06 Thread alex
On Thu, Mar 6, 2014 at 2:51 PM, Nathaniel Smith n...@pobox.com wrote: On Wed, Mar 5, 2014 at 4:45 PM, Sebastian Berg sebast...@sipsolutions.net wrote: Hi all, in Pull Request https://github.com/numpy/numpy/pull/3864 Neol Dawe suggested adding new parameters to our `cov` and `corrcoef`

Re: [Numpy-discussion] Adding weights to cov and corrcoef (Sebastian Berg)

2014-03-06 Thread Ralf Gommers
On Thu, Mar 6, 2014 at 1:40 PM, Sebastian Berg sebast...@sipsolutions.netwrote: 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

Re: [Numpy-discussion] Adding weights to cov and corrcoef (Sebastian Berg)

2014-03-06 Thread josef . pktd
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

Re: [Numpy-discussion] Adding weights to cov and corrcoef (Sebastian Berg)

2014-03-06 Thread Sturla Molden
josef.p...@gmail.com wrote: The only question IMO is which ddof for weighted std, ... Something like this? sum_weights - (ddof/float(n))*sum_weights Sturla ___ NumPy-Discussion mailing list NumPy-Discussion@scipy.org

Re: [Numpy-discussion] Adding weights to cov and corrcoef

2014-03-06 Thread Sebastian Berg
On Do, 2014-03-06 at 19:51 +, Nathaniel Smith wrote: On Wed, Mar 5, 2014 at 4:45 PM, Sebastian Berg sebast...@sipsolutions.net wrote: 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

Re: [Numpy-discussion] Adding weights to cov and corrcoef (Sebastian Berg)

2014-03-06 Thread Sebastian Berg
: 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

Re: [Numpy-discussion] Adding weights to cov and corrcoef (Sebastian Berg)

2014-03-06 Thread Sturla Molden
Sebastian Berg sebast...@sipsolutions.net wrote: I am right now a bit unsure about whether or not the weights would be aweights or different... R seems to not care about the scale of the weights which seems a bit odd to me for an unbiased estimator? I always assumed that we can do the

Re: [Numpy-discussion] Adding weights to cov and corrcoef (Sebastian Berg)

2014-03-06 Thread Sturla Molden
Sturla Molden sturla.mol...@gmail.com wrote: josef.p...@gmail.com wrote: The only question IMO is which ddof for weighted std, ... Something like this? sum_weights - (ddof/float(n))*sum_weights Please ignore. ___ NumPy-Discussion mailing list

Re: [Numpy-discussion] Adding weights to cov and corrcoef (Sebastian Berg)

2014-03-06 Thread josef . pktd
On Thu, Mar 6, 2014 at 8:38 PM, Sturla Molden sturla.mol...@gmail.com wrote: Sebastian Berg sebast...@sipsolutions.net wrote: I am right now a bit unsure about whether or not the weights would be aweights or different... R seems to not care about the scale of the weights which seems a bit odd

Re: [Numpy-discussion] Adding weights to cov and corrcoef

2014-03-06 Thread josef . pktd
On Thu, Mar 6, 2014 at 2:51 PM, Nathaniel Smith n...@pobox.com wrote: On Wed, Mar 5, 2014 at 4:45 PM, Sebastian Berg sebast...@sipsolutions.net wrote: Hi all, in Pull Request https://github.com/numpy/numpy/pull/3864 Neol Dawe suggested adding new parameters to our `cov` and `corrcoef`

[Numpy-discussion] Adding weights to cov and corrcoef

2014-03-05 Thread Sebastian Berg
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). The idea right now would be to add a `weights` and a

Re: [Numpy-discussion] Adding weights to cov and corrcoef (Sebastian Berg)

2014-03-05 Thread David Goldsmith
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